ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	132-120	132-295	0-175	0.4%	131-300
High	132-265	133-060	0-115	0.3%	133-135
Low	132-090	132-255	0-165	0.4%	131-285
Close	132-245	133-045	0-120	0.3%	132-240
Range	0-175	0-125	-0-050	-28.6%	1-170
ATR	0-159	0-158	-0-002	-1.1%	0-000
Volume	85	146	61	71.8%	1,326

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-068	134-022	133-114
R3	133-263	133-217	133-079
R2	133-138	133-138	133-068
R1	133-092	133-092	133-056	133-115
PP	133-013	133-013	133-013	133-025
S1	132-287	132-287	133-034	132-310
S2	132-208	132-208	133-022
S3	132-083	132-162	133-011
S4	131-278	132-037	132-296

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-090	136-175	133-190
R3	135-240	135-005	133-055
R2	134-070	134-070	133-010
R1	133-155	133-155	132-285	133-272
PP	132-220	132-220	132-220	132-279
S1	131-305	131-305	132-195	132-102
S2	131-050	131-050	132-150
S3	129-200	130-135	132-105
S4	128-030	128-285	131-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-060	132-090	0-290	0.7%	0-145	0.3%	95%	True	False	141
10	133-135	131-160	1-295	1.4%	0-156	0.4%	85%	False	False	222
20	133-135	130-270	2-185	1.9%	0-146	0.3%	89%	False	False	147

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-271
2.618	134-067
1.618	133-262
1.000	133-185
0.618	133-137
HIGH	133-060
0.618	133-012
0.500	132-318
0.382	132-303
LOW	132-255
0.618	132-178
1.000	132-130
1.618	132-053
2.618	131-248
4.250	131-044

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	133-029	133-002
PP	133-013	132-278
S1	132-318	132-235

Download as Excel Spreadsheet

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

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