ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
133-055 |
133-060 |
0-005 |
0.0% |
133-045 |
| High |
133-125 |
133-060 |
-0-065 |
-0.2% |
133-230 |
| Low |
132-295 |
132-050 |
-0-245 |
-0.6% |
132-205 |
| Close |
132-315 |
132-120 |
-0-195 |
-0.5% |
132-250 |
| Range |
0-150 |
1-010 |
0-180 |
120.0% |
1-025 |
| ATR |
0-149 |
0-162 |
0-013 |
8.7% |
0-000 |
| Volume |
1,694,167 |
2,148,141 |
453,974 |
26.8% |
6,652,390 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-213 |
135-017 |
132-302 |
|
| R3 |
134-203 |
134-007 |
132-211 |
|
| R2 |
133-193 |
133-193 |
132-180 |
|
| R1 |
132-317 |
132-317 |
132-150 |
132-250 |
| PP |
132-183 |
132-183 |
132-183 |
132-150 |
| S1 |
131-307 |
131-307 |
132-090 |
131-240 |
| S2 |
131-173 |
131-173 |
132-060 |
|
| S3 |
130-163 |
130-297 |
132-029 |
|
| S4 |
129-153 |
129-287 |
131-258 |
|
|
| 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 |
133-125 |
132-050 |
1-075 |
0.9% |
0-193 |
0.5% |
18% |
False |
True |
1,594,623 |
| 10 |
133-230 |
132-050 |
1-180 |
1.2% |
0-170 |
0.4% |
14% |
False |
True |
1,428,522 |
| 20 |
133-280 |
132-050 |
1-230 |
1.3% |
0-152 |
0.4% |
13% |
False |
True |
1,506,470 |
| 40 |
134-265 |
132-050 |
2-215 |
2.0% |
0-150 |
0.4% |
8% |
False |
True |
848,386 |
| 60 |
134-265 |
131-160 |
3-105 |
2.5% |
0-157 |
0.4% |
26% |
False |
False |
565,906 |
| 80 |
134-265 |
130-200 |
4-065 |
3.2% |
0-154 |
0.4% |
42% |
False |
False |
424,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-182 |
|
2.618 |
135-284 |
|
1.618 |
134-274 |
|
1.000 |
134-070 |
|
0.618 |
133-264 |
|
HIGH |
133-060 |
|
0.618 |
132-254 |
|
0.500 |
132-215 |
|
0.382 |
132-176 |
|
LOW |
132-050 |
|
0.618 |
131-166 |
|
1.000 |
131-040 |
|
1.618 |
130-156 |
|
2.618 |
129-146 |
|
4.250 |
127-248 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-215 |
132-248 |
| PP |
132-183 |
132-205 |
| S1 |
132-152 |
132-162 |
|