ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
133-145 |
133-045 |
-0-100 |
-0.2% |
133-115 |
| High |
133-160 |
133-125 |
-0-035 |
-0.1% |
133-195 |
| Low |
133-020 |
133-025 |
0-005 |
0.0% |
132-285 |
| Close |
133-050 |
133-095 |
0-045 |
0.1% |
133-050 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
0-230 |
| ATR |
0-144 |
0-141 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,103,565 |
819,741 |
-283,824 |
-25.7% |
5,322,659 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-062 |
134-018 |
133-150 |
|
| R3 |
133-282 |
133-238 |
133-122 |
|
| R2 |
133-182 |
133-182 |
133-113 |
|
| R1 |
133-138 |
133-138 |
133-104 |
133-160 |
| PP |
133-082 |
133-082 |
133-082 |
133-092 |
| S1 |
133-038 |
133-038 |
133-086 |
133-060 |
| S2 |
132-302 |
132-302 |
133-077 |
|
| S3 |
132-202 |
132-258 |
133-068 |
|
| S4 |
132-102 |
132-158 |
133-040 |
|
|
| 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 |
133-195 |
132-285 |
0-230 |
0.5% |
0-134 |
0.3% |
57% |
False |
False |
1,228,480 |
| 10 |
133-280 |
132-285 |
0-315 |
0.7% |
0-128 |
0.3% |
41% |
False |
False |
1,318,384 |
| 20 |
134-005 |
132-255 |
1-070 |
0.9% |
0-130 |
0.3% |
41% |
False |
False |
1,074,848 |
| 40 |
134-265 |
132-215 |
2-050 |
1.6% |
0-154 |
0.4% |
29% |
False |
False |
539,750 |
| 60 |
134-265 |
131-010 |
3-255 |
2.8% |
0-151 |
0.4% |
60% |
False |
False |
359,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-230 |
|
2.618 |
134-067 |
|
1.618 |
133-287 |
|
1.000 |
133-225 |
|
0.618 |
133-187 |
|
HIGH |
133-125 |
|
0.618 |
133-087 |
|
0.500 |
133-075 |
|
0.382 |
133-063 |
|
LOW |
133-025 |
|
0.618 |
132-283 |
|
1.000 |
132-245 |
|
1.618 |
132-183 |
|
2.618 |
132-083 |
|
4.250 |
131-240 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-088 |
133-108 |
| PP |
133-082 |
133-103 |
| S1 |
133-075 |
133-099 |
|