ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	133-065	133-145	0-080	0.2%	133-115
High	133-195	133-160	-0-035	-0.1%	133-195
Low	133-040	133-020	-0-020	0.0%	132-285
Close	133-160	133-050	-0-110	-0.3%	133-050
Range	0-155	0-140	-0-015	-9.7%	0-230
ATR	0-144	0-144	0-000	-0.2%	0-000
Volume	1,408,402	1,103,565	-304,837	-21.6%	5,322,659

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-177	134-093	133-127
R3	134-037	133-273	133-088
R2	133-217	133-217	133-076
R1	133-133	133-133	133-063	133-105
PP	133-077	133-077	133-077	133-062
S1	132-313	132-313	133-037	132-285
S2	132-257	132-257	133-024
S3	132-117	132-173	133-012
S4	131-297	132-033	132-293

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-120	134-315	133-176
R3	134-210	134-085	133-113
R2	133-300	133-300	133-092
R1	133-175	133-175	133-071	133-122
PP	133-070	133-070	133-070	133-044
S1	132-265	132-265	133-029	132-212
S2	132-160	132-160	133-008
S3	131-250	132-035	132-307
S4	131-020	131-125	132-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-280	132-285	0-315	0.7%	0-154	0.4%	27%	False	False	1,347,679
10	133-280	132-260	1-020	0.8%	0-136	0.3%	32%	False	False	1,464,085
20	134-005	132-255	1-070	0.9%	0-136	0.3%	29%	False	False	1,034,390
40	134-265	132-215	2-050	1.6%	0-155	0.4%	22%	False	False	519,257
60	134-265	130-270	3-315	3.0%	0-152	0.4%	58%	False	False	346,220

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-115
2.618	134-207
1.618	134-067
1.000	133-300
0.618	133-247
HIGH	133-160
0.618	133-107
0.500	133-090
0.382	133-073
LOW	133-020
0.618	132-253
1.000	132-200
1.618	132-113
2.618	131-293
4.250	131-065

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	133-090	133-090
PP	133-077	133-077
S1	133-063	133-063

Download as Excel Spreadsheet

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

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