ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 132-250 133-070 0-140 0.3% 133-045
High 133-115 133-115 0-000 0.0% 133-230
Low 132-240 132-305 0-065 0.2% 132-205
Close 133-085 133-060 -0-025 -0.1% 132-250
Range 0-195 0-130 -0-065 -33.3% 1-025
ATR 0-150 0-149 -0-001 -1.0% 0-000
Volume 1,427,118 1,259,839 -167,279 -11.7% 6,652,390
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 134-123 134-062 133-132
R3 133-313 133-252 133-096
R2 133-183 133-183 133-084
R1 133-122 133-122 133-072 133-088
PP 133-053 133-053 133-053 133-036
S1 132-312 132-312 133-048 132-278
S2 132-243 132-243 133-036
S3 132-113 132-182 133-024
S4 131-303 132-052 132-308
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
5 133-225 132-205 1-020 0.8% 0-157 0.4% 51% False False 1,393,377
10 133-230 132-205 1-025 0.8% 0-150 0.4% 51% False False 1,318,547
20 133-280 132-205 1-075 0.9% 0-141 0.3% 44% False False 1,466,350
40 134-265 132-205 2-060 1.6% 0-146 0.3% 25% False False 752,404
60 134-265 131-025 3-240 2.8% 0-153 0.4% 56% False False 501,871
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-028
2.618 134-135
1.618 134-005
1.000 133-245
0.618 133-195
HIGH 133-115
0.618 133-065
0.500 133-050
0.382 133-035
LOW 132-305
0.618 132-225
1.000 132-175
1.618 132-095
2.618 131-285
4.250 131-072
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 133-057 133-040
PP 133-053 133-020
S1 133-050 133-000

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

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