ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	133-170	133-135	-0-035	-0.1%	133-115
High	133-225	133-145	-0-080	-0.2%	133-195
Low	133-090	132-300	-0-110	-0.3%	132-285
Close	133-125	133-030	-0-095	-0.2%	133-050
Range	0-135	0-165	0-030	22.2%	0-230
ATR	0-144	0-146	0-001	1.0%	0-000
Volume	1,373,185	1,462,896	89,711	6.5%	5,322,659

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-227	134-133	133-121
R3	134-062	133-288	133-075
R2	133-217	133-217	133-060
R1	133-123	133-123	133-045	133-088
PP	133-052	133-052	133-052	133-034
S1	132-278	132-278	133-015	132-242
S2	132-207	132-207	133-000
S3	132-042	132-113	132-305
S4	131-197	131-268	132-259

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	132-300	0-250	0.6%	0-148	0.3%	20%	False	True	1,262,421
10	133-280	132-285	0-315	0.7%	0-144	0.3%	21%	False	False	1,285,590
20	133-300	132-255	1-045	0.9%	0-133	0.3%	26%	False	False	1,288,390
40	134-265	132-215	2-050	1.6%	0-144	0.3%	20%	False	False	649,251
60	134-265	131-015	3-250	2.8%	0-150	0.4%	54%	False	False	433,027

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

Fibonacci Retracements and Extensions
4.250	135-206
2.618	134-257
1.618	134-092
1.000	133-310
0.618	133-247
HIGH	133-145
0.618	133-082
0.500	133-062
0.382	133-043
LOW	132-300
0.618	132-198
1.000	132-135
1.618	132-033
2.618	131-188
4.250	130-239

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	133-062	133-105
PP	133-052	133-080
S1	133-041	133-055

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols