ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	134-045	133-315	-0-050	-0.1%	133-310
High	134-085	134-015	-0-070	-0.2%	134-065
Low	133-285	133-180	-0-105	-0.2%	133-170
Close	134-000	133-225	-0-095	-0.2%	133-245
Range	0-120	0-155	0-035	29.2%	0-215
ATR	0-137	0-138	0-001	0.9%	0-000
Volume	9,751	5,617	-4,134	-42.4%	47,903

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-072	134-303	133-310
R3	134-237	134-148	133-268
R2	134-082	134-082	133-253
R1	133-313	133-313	133-239	133-280
PP	133-247	133-247	133-247	133-230
S1	133-158	133-158	133-211	133-125
S2	133-092	133-092	133-197
S3	132-257	133-003	133-182
S4	132-102	132-168	133-140

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	133-180	0-240	0.6%	0-135	0.3%	19%	False	True	8,963
10	134-155	133-170	0-305	0.7%	0-130	0.3%	18%	False	False	13,426
20	134-170	133-120	1-050	0.9%	0-125	0.3%	28%	False	False	769,079
40	135-140	133-095	2-045	1.6%	0-143	0.3%	19%	False	False	1,051,027
60	135-140	131-245	3-215	2.7%	0-151	0.4%	53%	False	False	1,211,056
80	135-140	131-140	4-000	3.0%	0-154	0.4%	57%	False	False	1,343,709
100	135-140	130-235	4-225	3.5%	0-152	0.4%	63%	False	False	1,103,517
120	135-140	129-250	5-210	4.2%	0-153	0.4%	69%	False	False	919,770

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-034
2.618	135-101
1.618	134-266
1.000	134-170
0.618	134-111
HIGH	134-015
0.618	133-276
0.500	133-258
0.382	133-239
LOW	133-180
0.618	133-084
1.000	133-025
1.618	132-249
2.618	132-094
4.250	131-161

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	133-258	133-300
PP	133-247	133-275
S1	133-236	133-250

Download as Excel Spreadsheet

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

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