ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
133-010 |
132-295 |
-0-035 |
-0.1% |
133-175 |
| High |
133-040 |
133-125 |
0-085 |
0.2% |
133-220 |
| Low |
132-255 |
132-260 |
0-005 |
0.0% |
132-255 |
| Close |
133-000 |
133-100 |
0-100 |
0.2% |
133-100 |
| Range |
0-105 |
0-185 |
0-080 |
76.2% |
0-285 |
| ATR |
0-151 |
0-153 |
0-002 |
1.6% |
0-000 |
| Volume |
2,306,905 |
2,276,753 |
-30,152 |
-1.3% |
8,066,076 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-290 |
134-220 |
133-202 |
|
| R3 |
134-105 |
134-035 |
133-151 |
|
| R2 |
133-240 |
133-240 |
133-134 |
|
| R1 |
133-170 |
133-170 |
133-117 |
133-205 |
| PP |
133-055 |
133-055 |
133-055 |
133-072 |
| S1 |
132-305 |
132-305 |
133-083 |
133-020 |
| S2 |
132-190 |
132-190 |
133-066 |
|
| S3 |
132-005 |
132-120 |
133-049 |
|
| S4 |
131-140 |
131-255 |
132-318 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-300 |
135-165 |
133-257 |
|
| R3 |
135-015 |
134-200 |
133-178 |
|
| R2 |
134-050 |
134-050 |
133-152 |
|
| R1 |
133-235 |
133-235 |
133-126 |
133-160 |
| PP |
133-085 |
133-085 |
133-085 |
133-048 |
| S1 |
132-270 |
132-270 |
133-074 |
132-195 |
| S2 |
132-120 |
132-120 |
133-048 |
|
| S3 |
131-155 |
131-305 |
133-022 |
|
| S4 |
130-190 |
131-020 |
132-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-220 |
132-255 |
0-285 |
0.7% |
0-131 |
0.3% |
58% |
False |
False |
1,613,215 |
| 10 |
134-005 |
132-255 |
1-070 |
0.9% |
0-133 |
0.3% |
42% |
False |
False |
831,312 |
| 20 |
134-265 |
132-215 |
2-050 |
1.6% |
0-153 |
0.4% |
30% |
False |
False |
419,258 |
| 40 |
134-265 |
131-175 |
3-090 |
2.5% |
0-163 |
0.4% |
54% |
False |
False |
210,207 |
| 60 |
134-265 |
130-200 |
4-065 |
3.2% |
0-158 |
0.4% |
64% |
False |
False |
140,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-271 |
|
2.618 |
134-289 |
|
1.618 |
134-104 |
|
1.000 |
133-310 |
|
0.618 |
133-239 |
|
HIGH |
133-125 |
|
0.618 |
133-054 |
|
0.500 |
133-032 |
|
0.382 |
133-011 |
|
LOW |
132-260 |
|
0.618 |
132-146 |
|
1.000 |
132-075 |
|
1.618 |
131-281 |
|
2.618 |
131-096 |
|
4.250 |
130-114 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-078 |
133-081 |
| PP |
133-055 |
133-062 |
| S1 |
133-032 |
133-042 |
|