ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	133-310	134-100	0-110	0.3%	133-170
High	134-180	134-190	0-010	0.0%	133-315
Low	133-275	134-065	0-110	0.3%	133-145
Close	134-135	134-130	-0-005	0.0%	133-275
Range	0-225	0-125	-0-100	-44.4%	0-170
ATR	0-169	0-166	-0-003	-1.9%	0-000
Volume	3,474	1,446	-2,028	-58.4%	8,525

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-183	135-122	134-199
R3	135-058	134-317	134-164
R2	134-253	134-253	134-153
R1	134-192	134-192	134-141	134-222
PP	134-128	134-128	134-128	134-144
S1	134-067	134-067	134-119	134-098
S2	134-003	134-003	134-107
S3	133-198	133-262	134-096
S4	133-073	133-137	134-061

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-115	135-045	134-048
R3	134-265	134-195	134-002
R2	134-095	134-095	133-306
R1	134-025	134-025	133-291	134-060
PP	133-245	133-245	133-245	133-262
S1	133-175	133-175	133-259	133-210
S2	133-075	133-075	133-244
S3	132-225	133-005	133-228
S4	132-055	132-155	133-182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-190	133-150	1-040	0.8%	0-142	0.3%	83%	True	False	2,266
10	134-190	133-080	1-110	1.0%	0-154	0.4%	86%	True	False	1,898
20	134-200	132-090	2-110	1.7%	0-169	0.4%	91%	False	False	1,372
40	134-200	130-200	4-000	3.0%	0-162	0.4%	95%	False	False	725

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-081
2.618	135-197
1.618	135-072
1.000	134-315
0.618	134-267
HIGH	134-190
0.618	134-142
0.500	134-128
0.382	134-113
LOW	134-065
0.618	133-308
1.000	133-260
1.618	133-183
2.618	133-058
4.250	132-174

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	134-129	134-102
PP	134-128	134-073
S1	134-128	134-045

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