ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	133-120	133-275	0-155	0.4%	133-255
High	133-300	133-310	0-010	0.0%	134-100
Low	133-120	133-185	0-065	0.2%	133-090
Close	133-270	133-275	0-005	0.0%	133-130
Range	0-180	0-125	-0-055	-30.6%	1-010
ATR	0-142	0-141	-0-001	-0.8%	0-000
Volume	7,172	1,762	-5,410	-75.4%	40,118

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-312	134-258	134-024
R3	134-187	134-133	133-309
R2	134-062	134-062	133-298
R1	134-008	134-008	133-286	134-018
PP	133-257	133-257	133-257	133-261
S1	133-203	133-203	133-264	133-212
S2	133-132	133-132	133-252
S3	133-007	133-078	133-241
S4	132-202	132-273	133-206

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	134-085	133-090	0-315	0.7%	0-145	0.3%	59%	False	False	6,130
10	134-100	133-090	1-010	0.8%	0-136	0.3%	56%	False	False	7,938
20	134-155	133-090	1-065	0.9%	0-130	0.3%	48%	False	False	583,306
40	135-140	133-090	2-050	1.6%	0-143	0.3%	27%	False	False	965,556
60	135-140	131-285	3-175	2.6%	0-152	0.4%	56%	False	False	1,148,318
80	135-140	131-140	4-000	3.0%	0-155	0.4%	61%	False	False	1,253,988
100	135-140	130-315	4-145	3.3%	0-152	0.4%	65%	False	False	1,103,431
120	135-140	129-305	5-155	4.1%	0-152	0.4%	71%	False	False	919,890

Crabel Price Patterns
NR	True
NR4	True
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	0-024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-201
2.618	134-317
1.618	134-192
1.000	134-115
0.618	134-067
HIGH	133-310
0.618	133-262
0.500	133-248
0.382	133-233
LOW	133-185
0.618	133-108
1.000	133-060
1.618	132-303
2.618	132-178
4.250	131-294

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	133-266	133-250
PP	133-257	133-225
S1	133-248	133-200

Download as Excel Spreadsheet

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

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