ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	133-315	133-220	-0-095	-0.2%	133-255
High	134-015	133-235	-0-100	-0.2%	134-100
Low	133-180	133-090	-0-090	-0.2%	133-090
Close	133-225	133-130	-0-095	-0.2%	133-130
Range	0-155	0-145	-0-010	-6.5%	1-010
ATR	0-138	0-139	0-000	0.3%	0-000
Volume	5,617	6,352	735	13.1%	40,118

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-267	134-183	133-210
R3	134-122	134-038	133-170
R2	133-297	133-297	133-157
R1	133-213	133-213	133-143	133-182
PP	133-152	133-152	133-152	133-136
S1	133-068	133-068	133-117	133-038
S2	133-007	133-007	133-103
S3	132-182	132-243	133-090
S4	132-037	132-098	133-050

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-243	136-037	133-312
R3	135-233	135-027	133-221
R2	134-223	134-223	133-190
R1	134-017	134-017	133-160	133-275
PP	133-213	133-213	133-213	133-182
S1	133-007	133-007	133-100	132-265
S2	132-203	132-203	133-070
S3	131-193	131-317	133-039
S4	130-183	130-307	132-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-100	133-090	1-010	0.8%	0-139	0.3%	12%	False	True	8,023
10	134-155	133-090	1-065	0.9%	0-139	0.3%	10%	False	True	11,473
20	134-155	133-090	1-065	0.9%	0-126	0.3%	10%	False	True	698,951
40	135-140	133-090	2-050	1.6%	0-142	0.3%	6%	False	True	1,014,960
60	135-140	131-245	3-215	2.8%	0-151	0.4%	45%	False	False	1,189,438
80	135-140	131-140	4-000	3.0%	0-154	0.4%	49%	False	False	1,303,659
100	135-140	130-235	4-225	3.5%	0-152	0.4%	57%	False	False	1,103,530
120	135-140	129-250	5-210	4.2%	0-152	0.4%	64%	False	False	919,823

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-211
2.618	134-295
1.618	134-150
1.000	134-060
0.618	134-005
HIGH	133-235
0.618	133-180
0.500	133-162
0.382	133-145
LOW	133-090
0.618	133-000
1.000	132-265
1.618	132-175
2.618	132-030
4.250	131-114

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	133-162	133-248
PP	133-152	133-208
S1	133-141	133-169

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