ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	133-135	133-015	-0-120	-0.3%	133-045
High	133-145	133-045	-0-100	-0.2%	133-230
Low	132-300	132-205	-0-095	-0.2%	132-205
Close	133-030	132-250	-0-100	-0.2%	132-250
Range	0-165	0-160	-0-005	-3.0%	1-025
ATR	0-146	0-147	0-001	0.7%	0-000
Volume	1,462,896	1,443,850	-19,046	-1.3%	6,652,390

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-113	134-022	133-018
R3	133-273	133-182	132-294
R2	133-113	133-113	132-279
R1	133-022	133-022	132-265	132-308
PP	132-273	132-273	132-273	132-256
S1	132-182	132-182	132-235	132-148
S2	132-113	132-113	132-221
S3	131-273	132-022	132-206
S4	131-113	131-182	132-162

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-090	135-195	133-120
R3	135-065	134-170	133-025
R2	134-040	134-040	132-313
R1	133-145	133-145	132-282	133-080
PP	133-015	133-015	133-015	132-302
S1	132-120	132-120	132-218	132-055
S2	131-310	131-310	132-187
S3	130-285	131-095	132-155
S4	129-260	130-070	132-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-230	132-205	1-025	0.8%	0-152	0.4%	13%	False	True	1,330,478
10	133-280	132-205	1-075	0.9%	0-153	0.4%	11%	False	True	1,339,078
20	133-280	132-205	1-075	0.9%	0-136	0.3%	11%	False	True	1,357,627
40	134-265	132-205	2-060	1.6%	0-144	0.3%	6%	False	True	685,322
60	134-265	131-015	3-250	2.8%	0-151	0.4%	46%	False	False	457,091

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-085
2.618	134-144
1.618	133-304
1.000	133-205
0.618	133-144
HIGH	133-045
0.618	132-304
0.500	132-285
0.382	132-266
LOW	132-205
0.618	132-106
1.000	132-045
1.618	131-266
2.618	131-106
4.250	130-165

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	132-285	133-055
PP	132-273	133-013
S1	132-262	132-292

Download as Excel Spreadsheet

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

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