ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
133-105 |
133-180 |
0-075 |
0.2% |
133-175 |
| High |
133-195 |
133-220 |
0-025 |
0.1% |
133-220 |
| Low |
133-090 |
133-110 |
0-020 |
0.0% |
132-255 |
| Close |
133-170 |
133-145 |
-0-025 |
-0.1% |
133-100 |
| Range |
0-105 |
0-110 |
0-005 |
4.8% |
0-285 |
| ATR |
0-150 |
0-147 |
-0-003 |
-1.9% |
0-000 |
| Volume |
1,133,832 |
2,106,020 |
972,188 |
85.7% |
8,066,076 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-168 |
134-107 |
133-206 |
|
| R3 |
134-058 |
133-317 |
133-175 |
|
| R2 |
133-268 |
133-268 |
133-165 |
|
| R1 |
133-207 |
133-207 |
133-155 |
133-182 |
| PP |
133-158 |
133-158 |
133-158 |
133-146 |
| S1 |
133-097 |
133-097 |
133-135 |
133-072 |
| S2 |
133-048 |
133-048 |
133-125 |
|
| S3 |
132-258 |
132-307 |
133-115 |
|
| S4 |
132-148 |
132-197 |
133-084 |
|
|
| 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% |
0-133 |
0.3% |
74% |
True |
False |
1,980,683 |
| 10 |
133-300 |
132-255 |
1-045 |
0.9% |
0-123 |
0.3% |
58% |
False |
False |
1,148,997 |
| 20 |
134-265 |
132-215 |
2-050 |
1.6% |
0-146 |
0.3% |
36% |
False |
False |
581,005 |
| 40 |
134-265 |
132-090 |
2-175 |
1.9% |
0-158 |
0.4% |
46% |
False |
False |
291,188 |
| 60 |
134-265 |
130-200 |
4-065 |
3.1% |
0-157 |
0.4% |
67% |
False |
False |
194,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-048 |
|
2.618 |
134-188 |
|
1.618 |
134-078 |
|
1.000 |
134-010 |
|
0.618 |
133-288 |
|
HIGH |
133-220 |
|
0.618 |
133-178 |
|
0.500 |
133-165 |
|
0.382 |
133-152 |
|
LOW |
133-110 |
|
0.618 |
133-042 |
|
1.000 |
133-000 |
|
1.618 |
132-252 |
|
2.618 |
132-142 |
|
4.250 |
131-282 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-165 |
133-123 |
| PP |
133-158 |
133-102 |
| S1 |
133-152 |
133-080 |
|