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 |
|
|
|
| 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 |
|