ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	133-255	133-290	0-035	0.1%	133-310
High	133-315	134-100	0-105	0.2%	134-065
Low	133-225	133-235	0-010	0.0%	133-170
Close	133-295	134-065	0-090	0.2%	133-245
Range	0-090	0-185	0-095	105.6%	0-215
ATR	0-135	0-138	0-004	2.7%	0-000
Volume	11,379	7,019	-4,360	-38.3%	47,903

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-262	135-188	134-167
R3	135-077	135-003	134-116
R2	134-212	134-212	134-099
R1	134-138	134-138	134-082	134-175
PP	134-027	134-027	134-027	134-045
S1	133-273	133-273	134-048	133-310
S2	133-162	133-162	134-031
S3	132-297	133-088	134-014
S4	132-112	132-223	133-283

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-272	135-153	134-043
R3	135-057	134-258	133-304
R2	134-162	134-162	133-284
R1	134-043	134-043	133-265	133-315
PP	133-267	133-267	133-267	133-242
S1	133-148	133-148	133-225	133-100
S2	133-052	133-052	133-206
S3	132-157	132-253	133-186
S4	131-262	132-038	133-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-100	133-195	0-225	0.5%	0-127	0.3%	84%	True	False	9,746
10	134-155	133-170	0-305	0.7%	0-124	0.3%	70%	False	False	35,338
20	134-195	133-120	1-075	0.9%	0-125	0.3%	67%	False	False	907,341
40	135-140	133-095	2-045	1.6%	0-150	0.3%	42%	False	False	1,153,246
60	135-140	131-245	3-215	2.7%	0-154	0.4%	66%	False	False	1,266,240
80	135-140	131-140	4-000	3.0%	0-152	0.4%	69%	False	False	1,370,853
100	135-140	130-235	4-225	3.5%	0-152	0.4%	74%	False	False	1,103,417
120	135-140	129-250	5-210	4.2%	0-152	0.4%	78%	False	False	919,644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	136-246
2.618	135-264
1.618	135-079
1.000	134-285
0.618	134-214
HIGH	134-100
0.618	134-029
0.500	134-008
0.382	133-306
LOW	133-235
0.618	133-121
1.000	133-050
1.618	132-256
2.618	132-071
4.250	131-089

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	134-046	134-044
PP	134-027	134-023
S1	134-008	134-002

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