ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 133-085 133-170 0-085 0.2% 133-115
High 133-230 133-225 -0-005 0.0% 133-195
Low 133-030 133-090 0-060 0.1% 132-285
Close 133-195 133-125 -0-070 -0.2% 133-050
Range 0-200 0-135 -0-065 -32.5% 0-230
ATR 0-145 0-144 -0-001 -0.5% 0-000
Volume 1,552,718 1,373,185 -179,533 -11.6% 5,322,659
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 134-232 134-153 133-199
R3 134-097 134-018 133-162
R2 133-282 133-282 133-150
R1 133-203 133-203 133-137 133-175
PP 133-147 133-147 133-147 133-132
S1 133-068 133-068 133-113 133-040
S2 133-012 133-012 133-100
S3 132-197 132-253 133-088
S4 132-062 132-118 133-051
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
5 133-230 133-020 0-210 0.5% 0-146 0.3% 50% False False 1,251,522
10 133-280 132-285 0-315 0.7% 0-140 0.3% 51% False False 1,286,989
20 133-300 132-255 1-045 0.9% 0-132 0.3% 52% False False 1,217,993
40 134-265 132-215 2-050 1.6% 0-147 0.3% 33% False False 612,724
60 134-265 131-015 3-250 2.8% 0-149 0.3% 62% False False 408,646
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-159
2.618 134-258
1.618 134-123
1.000 134-040
0.618 133-308
HIGH 133-225
0.618 133-173
0.500 133-158
0.382 133-142
LOW 133-090
0.618 133-007
1.000 132-275
1.618 132-192
2.618 132-057
4.250 131-156
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 133-158 133-128
PP 133-147 133-127
S1 133-136 133-126

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

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