ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	134-045	134-000	-0-045	-0.1%	134-045
High	134-090	134-075	-0-015	0.0%	134-085
Low	133-310	133-270	-0-040	-0.1%	133-120
Close	134-015	134-015	0-000	0.0%	133-285
Range	0-100	0-125	0-025	25.0%	0-285
ATR	0-146	0-144	-0-001	-1.0%	0-000
Volume	153,595	80,892	-72,703	-47.3%	11,835,990

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-068	135-007	134-084
R3	134-263	134-202	134-049
R2	134-138	134-138	134-038
R1	134-077	134-077	134-026	134-108
PP	134-013	134-013	134-013	134-029
S1	133-272	133-272	134-004	133-302
S2	133-208	133-208	133-312
S3	133-083	133-147	133-301
S4	132-278	133-022	133-266

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%	0-121	0.3%	74%	False	False	1,294,660
10	134-170	133-120	1-050	0.9%	0-120	0.3%	58%	False	False	1,524,732
20	134-290	133-095	1-195	1.2%	0-140	0.3%	47%	False	False	1,419,450
40	135-140	132-300	2-160	1.9%	0-159	0.4%	44%	False	False	1,470,104
60	135-140	131-140	4-000	3.0%	0-163	0.4%	65%	False	False	1,510,374
80	135-140	130-315	4-145	3.3%	0-154	0.4%	69%	False	False	1,376,464
100	135-140	130-170	4-290	3.7%	0-155	0.4%	72%	False	False	1,102,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-286
2.618	135-082
1.618	134-277
1.000	134-200
0.618	134-152
HIGH	134-075
0.618	134-027
0.500	134-012
0.382	133-318
LOW	133-270
0.618	133-193
1.000	133-145
1.618	133-068
2.618	132-263
4.250	132-059

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	134-014	134-020
PP	134-013	134-018
S1	134-012	134-017

Download as Excel Spreadsheet

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

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