ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 133-195 133-165 -0-030 -0.1% 134-045
High 133-220 133-310 0-090 0.2% 134-085
Low 133-120 133-135 0-015 0.0% 133-120
Close 133-190 133-285 0-095 0.2% 133-285
Range 0-100 0-175 0-075 75.0% 0-285
ATR 0-151 0-153 0-002 1.1% 0-000
Volume 3,102,536 2,464,215 -638,321 -20.6% 11,835,990
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 135-128 135-062 134-061
R3 134-273 134-207 134-013
R2 134-098 134-098 133-317
R1 134-032 134-032 133-301 134-065
PP 133-243 133-243 133-243 133-260
S1 133-177 133-177 133-269 133-210
S2 133-068 133-068 133-253
S3 132-213 133-002 133-237
S4 132-038 132-147 133-189
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 136-165 136-030 134-122
R3 135-200 135-065 134-043
R2 134-235 134-235 134-017
R1 134-100 134-100 133-311 134-025
PP 133-270 133-270 133-270 133-232
S1 133-135 133-135 133-259 133-060
S2 132-305 132-305 133-233
S3 132-020 132-170 133-207
S4 131-055 131-205 133-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-085 133-120 0-285 0.7% 0-128 0.3% 58% False False 2,367,198
10 134-195 133-120 1-075 0.9% 0-131 0.3% 42% False False 1,849,720
20 135-140 133-095 2-045 1.6% 0-154 0.4% 28% False False 1,583,318
40 135-140 132-075 3-065 2.4% 0-166 0.4% 52% False False 1,574,852
60 135-140 131-140 4-000 3.0% 0-165 0.4% 61% False False 1,564,671
80 135-140 130-315 4-145 3.3% 0-156 0.4% 65% False False 1,365,533
100 135-140 130-170 4-290 3.7% 0-156 0.4% 68% False False 1,093,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 136-094
2.618 135-128
1.618 134-273
1.000 134-165
0.618 134-098
HIGH 133-310
0.618 133-243
0.500 133-222
0.382 133-202
LOW 133-135
0.618 133-027
1.000 132-280
1.618 132-172
2.618 131-317
4.250 131-031
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 133-264 133-266
PP 133-243 133-247
S1 133-222 133-228

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

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