ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 134-045 134-065 0-020 0.0% 134-040
High 134-085 134-075 -0-010 0.0% 134-195
Low 133-300 133-295 -0-005 0.0% 133-290
Close 134-070 133-315 -0-075 -0.2% 134-040
Range 0-105 0-100 -0-005 -4.8% 0-225
ATR 0-159 0-154 -0-004 -2.6% 0-000
Volume 1,225,950 1,883,385 657,435 53.6% 6,661,210
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 134-315 134-255 134-050
R3 134-215 134-155 134-022
R2 134-115 134-115 134-013
R1 134-055 134-055 134-004 134-035
PP 134-015 134-015 134-015 134-005
S1 133-275 133-275 133-306 133-255
S2 133-235 133-235 133-297
S3 133-135 133-175 133-288
S4 133-035 133-075 133-260
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 136-103 135-297 134-164
R3 135-198 135-072 134-102
R2 134-293 134-293 134-081
R1 134-167 134-167 134-061 134-152
PP 134-068 134-068 134-068 134-061
S1 133-262 133-262 134-019 133-248
S2 133-163 133-163 133-319
S3 132-258 133-037 133-298
S4 132-033 132-132 133-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-170 133-290 0-200 0.5% 0-114 0.3% 13% False False 1,397,124
10 134-195 133-095 1-100 1.0% 0-139 0.3% 52% False False 1,341,960
20 135-140 133-095 2-045 1.6% 0-154 0.4% 32% False False 1,381,758
40 135-140 132-005 3-135 2.6% 0-162 0.4% 58% False False 1,453,742
60 135-140 131-140 4-000 3.0% 0-163 0.4% 64% False False 1,478,633
80 135-140 130-315 4-145 3.3% 0-158 0.4% 67% False False 1,256,960
100 135-140 129-310 5-150 4.1% 0-156 0.4% 73% False False 1,006,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 135-180
2.618 135-017
1.618 134-237
1.000 134-175
0.618 134-137
HIGH 134-075
0.618 134-037
0.500 134-025
0.382 134-013
LOW 133-295
0.618 133-233
1.000 133-195
1.618 133-133
2.618 133-033
4.250 132-190
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 134-025 134-058
PP 134-015 134-037
S1 134-005 134-016

These figures are updated between 7pm and 10pm EST after a trading day.

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