ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
133-180 |
133-120 |
-0-060 |
-0.1% |
133-175 |
| High |
133-220 |
133-200 |
-0-020 |
0.0% |
133-220 |
| Low |
133-110 |
133-070 |
-0-040 |
-0.1% |
132-255 |
| Close |
133-145 |
133-145 |
0-000 |
0.0% |
133-100 |
| Range |
0-110 |
0-130 |
0-020 |
18.2% |
0-285 |
| ATR |
0-147 |
0-146 |
-0-001 |
-0.8% |
0-000 |
| Volume |
2,106,020 |
1,476,882 |
-629,138 |
-29.9% |
8,066,076 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-208 |
134-147 |
133-216 |
|
| R3 |
134-078 |
134-017 |
133-181 |
|
| R2 |
133-268 |
133-268 |
133-169 |
|
| R1 |
133-207 |
133-207 |
133-157 |
133-238 |
| PP |
133-138 |
133-138 |
133-138 |
133-154 |
| S1 |
133-077 |
133-077 |
133-133 |
133-108 |
| S2 |
133-008 |
133-008 |
133-121 |
|
| S3 |
132-198 |
132-267 |
133-109 |
|
| S4 |
132-068 |
132-137 |
133-074 |
|
|
| 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% |
0-127 |
0.3% |
74% |
False |
False |
1,860,078 |
| 10 |
133-300 |
132-255 |
1-045 |
0.9% |
0-123 |
0.3% |
58% |
False |
False |
1,291,189 |
| 20 |
134-095 |
132-215 |
1-200 |
1.2% |
0-140 |
0.3% |
48% |
False |
False |
654,640 |
| 40 |
134-265 |
132-090 |
2-175 |
1.9% |
0-157 |
0.4% |
46% |
False |
False |
328,099 |
| 60 |
134-265 |
130-200 |
4-065 |
3.1% |
0-158 |
0.4% |
67% |
False |
False |
218,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-112 |
|
2.618 |
134-220 |
|
1.618 |
134-090 |
|
1.000 |
134-010 |
|
0.618 |
133-280 |
|
HIGH |
133-200 |
|
0.618 |
133-150 |
|
0.500 |
133-135 |
|
0.382 |
133-120 |
|
LOW |
133-070 |
|
0.618 |
132-310 |
|
1.000 |
132-260 |
|
1.618 |
132-180 |
|
2.618 |
132-050 |
|
4.250 |
131-158 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-142 |
133-145 |
| PP |
133-138 |
133-145 |
| S1 |
133-135 |
133-145 |
|