ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	134-020	134-060	0-040	0.1%	133-290
High	134-070	134-155	0-085	0.2%	134-155
Low	134-020	133-280	-0-060	-0.1%	133-270
Close	134-040	134-000	-0-040	-0.1%	134-000
Range	0-050	0-195	0-145	290.0%	0-205
ATR	0-138	0-142	0-004	3.0%	0-000
Volume	25,878	26,714	836	3.2%	959,141

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-303	135-187	134-107
R3	135-108	134-312	134-054
R2	134-233	134-233	134-036
R1	134-117	134-117	134-018	134-078
PP	134-038	134-038	134-038	134-019
S1	133-242	133-242	133-302	133-202
S2	133-163	133-163	133-284
S3	132-288	133-047	133-266
S4	132-093	132-172	133-213

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-010	135-210	134-113
R3	135-125	135-005	134-056
R2	134-240	134-240	134-038
R1	134-120	134-120	134-019	134-180
PP	134-035	134-035	134-035	134-065
S1	133-235	133-235	133-301	133-295
S2	133-150	133-150	133-282
S3	132-265	133-030	133-264
S4	132-060	132-145	133-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-155	133-270	0-205	0.5%	0-115	0.3%	24%	True	False	191,828
10	134-155	133-120	1-035	0.8%	0-122	0.3%	56%	True	False	1,279,513
20	134-195	133-095	1-100	1.0%	0-135	0.3%	54%	False	False	1,278,269
40	135-140	132-300	2-160	1.9%	0-157	0.4%	43%	False	False	1,393,049
60	135-140	131-140	4-000	3.0%	0-160	0.4%	64%	False	False	1,443,204
80	135-140	130-315	4-145	3.3%	0-153	0.4%	68%	False	False	1,376,763
100	135-140	130-235	4-225	3.5%	0-154	0.4%	69%	False	False	1,102,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	137-024
2.618	136-026
1.618	135-151
1.000	135-030
0.618	134-276
HIGH	134-155
0.618	134-081
0.500	134-058
0.382	134-034
LOW	133-280
0.618	133-159
1.000	133-085
1.618	132-284
2.618	132-089
4.250	131-091

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	134-058	134-052
PP	134-038	134-035
S1	134-019	134-018

Download as Excel Spreadsheet

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

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