ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 09-Sep-2021

Day Change Summary
	Previous	Current
	08-Sep-2021	09-Sep-2021	Change	Change %	Previous Week
Open	133-195	133-280	0-085	0.2%	133-290
High	133-290	134-065	0-095	0.2%	134-155
Low	133-195	133-245	0-050	0.1%	133-270
Close	133-275	134-030	0-075	0.2%	134-000
Range	0-095	0-140	0-045	47.4%	0-205
ATR	0-139	0-139	0-000	0.0%	0-000
Volume	8,229	11,052	2,823	34.3%	959,141

Daily Pivots for day following 09-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-107	135-048	134-107
R3	134-287	134-228	134-068
R2	134-147	134-147	134-056
R1	134-088	134-088	134-043	134-118
PP	134-007	134-007	134-007	134-021
S1	133-268	133-268	134-017	133-298
S2	133-187	133-187	134-004
S3	133-047	133-128	133-312
S4	132-227	132-308	133-273

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	133-170	0-305	0.7%	0-124	0.3%	59%	False	False	17,888
10	134-155	133-120	1-035	0.8%	0-122	0.3%	65%	False	False	656,274
20	134-195	133-120	1-075	0.9%	0-129	0.3%	58%	False	False	1,070,864
40	135-140	133-095	2-045	1.6%	0-154	0.4%	37%	False	False	1,272,953
60	135-140	131-140	4-000	3.0%	0-161	0.4%	66%	False	False	1,382,499
80	135-140	131-010	4-130	3.3%	0-153	0.4%	70%	False	False	1,376,082
100	135-140	130-235	4-225	3.5%	0-152	0.4%	71%	False	False	1,103,189
120	135-140	129-250	5-210	4.2%	0-151	0.4%	76%	False	False	919,398

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-020
2.618	135-112
1.618	134-292
1.000	134-205
0.618	134-152
HIGH	134-065
0.618	134-012
0.500	133-315
0.382	133-298
LOW	133-245
0.618	133-158
1.000	133-105
1.618	133-018
2.618	132-198
4.250	131-290

Fisher Pivots for day following 09-Sep-2021
Pivot	1 day	3 day
R1	134-018	134-006
PP	134-007	133-302
S1	133-315	133-278

Download as Excel Spreadsheet

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

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