ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 30-Aug-2021

Day Change Summary
	Previous	Current
	27-Aug-2021	30-Aug-2021	Change	Change %	Previous Week
Open	133-165	133-290	0-125	0.3%	134-045
High	133-310	134-060	0-070	0.2%	134-085
Low	133-135	133-275	0-140	0.3%	133-120
Close	133-285	134-040	0-075	0.2%	133-285
Range	0-175	0-105	-0-070	-40.0%	0-285
ATR	0-153	0-149	-0-003	-2.2%	0-000
Volume	2,464,215	672,062	-1,792,153	-72.7%	11,835,990

Daily Pivots for day following 30-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-013	134-292	134-098
R3	134-228	134-187	134-069
R2	134-123	134-123	134-059
R1	134-082	134-082	134-050	134-102
PP	134-018	134-018	134-018	134-029
S1	133-297	133-297	134-030	133-318
S2	133-233	133-233	134-021
S3	133-128	133-192	134-011
S4	133-023	133-087	133-302

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	134-075	133-120	0-275	0.6%	0-128	0.3%	87%	False	False	2,256,420
10	134-195	133-120	1-075	0.9%	0-126	0.3%	61%	False	False	1,779,344
20	135-140	133-095	2-045	1.6%	0-148	0.3%	39%	False	False	1,547,949
40	135-140	132-185	2-275	2.1%	0-164	0.4%	54%	False	False	1,559,065
60	135-140	131-140	4-000	3.0%	0-163	0.4%	67%	False	False	1,543,169
80	135-140	130-315	4-145	3.3%	0-156	0.4%	71%	False	False	1,373,893
100	135-140	130-170	4-290	3.7%	0-156	0.4%	73%	False	False	1,100,023

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-186
2.618	135-015
1.618	134-230
1.000	134-165
0.618	134-125
HIGH	134-060
0.618	134-020
0.500	134-008
0.382	133-315
LOW	133-275
0.618	133-210
1.000	133-170
1.618	133-105
2.618	133-000
4.250	132-149

Fisher Pivots for day following 30-Aug-2021
Pivot	1 day	3 day
R1	134-029	134-003
PP	134-018	133-287
S1	134-008	133-250

Download as Excel Spreadsheet

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

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