ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	133-290	134-045	0-075	0.2%	134-045
High	134-060	134-090	0-030	0.1%	134-085
Low	133-275	133-310	0-035	0.1%	133-120
Close	134-040	134-015	-0-025	-0.1%	133-285
Range	0-105	0-100	-0-005	-4.8%	0-285
ATR	0-149	0-146	-0-004	-2.4%	0-000
Volume	672,062	153,595	-518,467	-77.1%	11,835,990

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-012	134-273	134-070
R3	134-232	134-173	134-042
R2	134-132	134-132	134-033
R1	134-073	134-073	134-024	134-052
PP	134-032	134-032	134-032	134-021
S1	133-293	133-293	134-006	133-272
S2	133-252	133-252	133-317
S3	133-152	133-193	133-308
S4	133-052	133-093	133-280

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	134-090	133-120	0-290	0.7%	0-128	0.3%	74%	True	False	1,910,462
10	134-170	133-120	1-050	0.9%	0-121	0.3%	58%	False	False	1,653,793
20	135-140	133-095	2-045	1.6%	0-147	0.3%	35%	False	False	1,501,546
40	135-140	132-300	2-160	1.9%	0-160	0.4%	44%	False	False	1,514,245
60	135-140	131-140	4-000	3.0%	0-164	0.4%	65%	False	False	1,531,655
80	135-140	130-315	4-145	3.3%	0-154	0.4%	69%	False	False	1,375,606
100	135-140	130-170	4-290	3.7%	0-155	0.4%	72%	False	False	1,101,558

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	0-029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-195
2.618	135-032
1.618	134-252
1.000	134-190
0.618	134-152
HIGH	134-090
0.618	134-052
0.500	134-040
0.382	134-028
LOW	133-310
0.618	133-248
1.000	133-210
1.618	133-148
2.618	133-048
4.250	132-205

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	134-040	133-314
PP	134-032	133-293
S1	134-023	133-272

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols