ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
133-070 |
133-055 |
-0-015 |
0.0% |
133-045 |
| High |
133-115 |
133-125 |
0-010 |
0.0% |
133-230 |
| Low |
132-305 |
132-295 |
-0-010 |
0.0% |
132-205 |
| Close |
133-060 |
132-315 |
-0-065 |
-0.2% |
132-250 |
| Range |
0-130 |
0-150 |
0-020 |
15.4% |
1-025 |
| ATR |
0-149 |
0-149 |
0-000 |
0.1% |
0-000 |
| Volume |
1,259,839 |
1,694,167 |
434,328 |
34.5% |
6,652,390 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-162 |
134-068 |
133-078 |
|
| R3 |
134-012 |
133-238 |
133-036 |
|
| R2 |
133-182 |
133-182 |
133-022 |
|
| R1 |
133-088 |
133-088 |
133-009 |
133-060 |
| PP |
133-032 |
133-032 |
133-032 |
133-018 |
| S1 |
132-258 |
132-258 |
132-301 |
132-230 |
| S2 |
132-202 |
132-202 |
132-288 |
|
| S3 |
132-052 |
132-108 |
132-274 |
|
| S4 |
131-222 |
131-278 |
132-232 |
|
|
| 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 |
133-145 |
132-205 |
0-260 |
0.6% |
0-160 |
0.4% |
42% |
False |
False |
1,457,574 |
| 10 |
133-230 |
132-205 |
1-025 |
0.8% |
0-153 |
0.4% |
32% |
False |
False |
1,354,548 |
| 20 |
133-280 |
132-205 |
1-075 |
0.9% |
0-143 |
0.3% |
28% |
False |
False |
1,503,059 |
| 40 |
134-265 |
132-205 |
2-060 |
1.6% |
0-146 |
0.3% |
16% |
False |
False |
794,730 |
| 60 |
134-265 |
131-100 |
3-165 |
2.6% |
0-153 |
0.4% |
48% |
False |
False |
530,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-122 |
|
2.618 |
134-198 |
|
1.618 |
134-048 |
|
1.000 |
133-275 |
|
0.618 |
133-218 |
|
HIGH |
133-125 |
|
0.618 |
133-068 |
|
0.500 |
133-050 |
|
0.382 |
133-032 |
|
LOW |
132-295 |
|
0.618 |
132-202 |
|
1.000 |
132-145 |
|
1.618 |
132-052 |
|
2.618 |
131-222 |
|
4.250 |
130-298 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-050 |
133-022 |
| PP |
133-032 |
133-013 |
| S1 |
133-013 |
133-004 |
|