ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
133-200 |
133-115 |
-0-085 |
-0.2% |
133-160 |
| High |
133-210 |
133-150 |
-0-060 |
-0.1% |
134-005 |
| Low |
133-110 |
132-310 |
-0-120 |
-0.3% |
133-100 |
| Close |
133-135 |
133-015 |
-0-120 |
-0.3% |
133-175 |
| Range |
0-100 |
0-160 |
0-060 |
60.0% |
0-225 |
| ATR |
0-154 |
0-154 |
0-000 |
0.3% |
0-000 |
| Volume |
959,995 |
2,079,908 |
1,119,913 |
116.7% |
247,052 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-212 |
134-113 |
133-103 |
|
| R3 |
134-052 |
133-273 |
133-059 |
|
| R2 |
133-212 |
133-212 |
133-044 |
|
| R1 |
133-113 |
133-113 |
133-030 |
133-082 |
| PP |
133-052 |
133-052 |
133-052 |
133-036 |
| S1 |
132-273 |
132-273 |
133-000 |
132-242 |
| S2 |
132-212 |
132-212 |
132-306 |
|
| S3 |
132-052 |
132-113 |
132-291 |
|
| S4 |
131-212 |
131-273 |
132-247 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-235 |
135-110 |
133-299 |
|
| R3 |
135-010 |
134-205 |
133-237 |
|
| R2 |
134-105 |
134-105 |
133-216 |
|
| R1 |
133-300 |
133-300 |
133-196 |
134-042 |
| PP |
133-200 |
133-200 |
133-200 |
133-231 |
| S1 |
133-075 |
133-075 |
133-154 |
133-138 |
| S2 |
132-295 |
132-295 |
133-134 |
|
| S3 |
132-070 |
132-170 |
133-113 |
|
| S4 |
131-165 |
131-265 |
133-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-300 |
132-310 |
0-310 |
0.7% |
0-119 |
0.3% |
8% |
False |
True |
722,301 |
| 10 |
134-005 |
132-250 |
1-075 |
0.9% |
0-135 |
0.3% |
22% |
False |
False |
374,648 |
| 20 |
134-265 |
132-215 |
2-050 |
1.6% |
0-149 |
0.3% |
17% |
False |
False |
190,302 |
| 40 |
134-265 |
131-160 |
3-105 |
2.5% |
0-160 |
0.4% |
46% |
False |
False |
95,623 |
| 60 |
134-265 |
130-200 |
4-065 |
3.2% |
0-155 |
0.4% |
58% |
False |
False |
63,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-190 |
|
2.618 |
134-249 |
|
1.618 |
134-089 |
|
1.000 |
133-310 |
|
0.618 |
133-249 |
|
HIGH |
133-150 |
|
0.618 |
133-089 |
|
0.500 |
133-070 |
|
0.382 |
133-051 |
|
LOW |
132-310 |
|
0.618 |
132-211 |
|
1.000 |
132-150 |
|
1.618 |
132-051 |
|
2.618 |
131-211 |
|
4.250 |
130-270 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-070 |
133-105 |
| PP |
133-052 |
133-075 |
| S1 |
133-033 |
133-045 |
|