ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 133-030 132-280 -0-070 -0.2% 133-310
High 133-070 133-085 0-015 0.0% 134-265
Low 132-270 132-215 -0-055 -0.1% 133-085
Close 132-295 132-305 0-010 0.0% 133-120
Range 0-120 0-190 0-070 58.3% 1-180
ATR 0-169 0-171 0-001 0.9% 0-000
Volume 7,468 11,509 4,041 54.1% 21,962
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 134-238 134-142 133-090
R3 134-048 133-272 133-037
R2 133-178 133-178 133-020
R1 133-082 133-082 133-002 133-130
PP 132-308 132-308 132-308 133-012
S1 132-212 132-212 132-288 132-260
S2 132-118 132-118 132-270
S3 131-248 132-022 132-253
S4 131-058 131-152 132-200
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 138-163 137-162 134-075
R3 136-303 135-302 133-258
R2 135-123 135-123 133-212
R1 134-122 134-122 133-166 134-032
PP 133-263 133-263 133-263 133-219
S1 132-262 132-262 133-074 132-172
S2 132-083 132-083 133-028
S3 130-223 131-082 132-302
S4 129-043 129-222 132-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-095 132-215 1-200 1.2% 0-165 0.4% 17% False True 9,187
10 134-265 132-215 2-050 1.6% 0-163 0.4% 13% False True 5,957
20 134-265 132-215 2-050 1.6% 0-175 0.4% 13% False True 3,810
40 134-265 130-200 4-065 3.2% 0-168 0.4% 55% False False 1,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-252
2.618 134-262
1.618 134-072
1.000 133-275
0.618 133-202
HIGH 133-085
0.618 133-012
0.500 132-310
0.382 132-288
LOW 132-215
0.618 132-098
1.000 132-025
1.618 131-228
2.618 131-038
4.250 130-048
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 132-310 133-042
PP 132-308 133-023
S1 132-307 133-004

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

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