ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	133-060	132-065	-0-315	-0.7%	132-250
High	133-060	132-145	-0-235	-0.6%	133-125
Low	132-050	131-310	-0-060	-0.1%	131-310
Close	132-120	132-005	-0-115	-0.3%	132-005
Range	1-010	0-155	-0-175	-53.0%	1-135
ATR	0-162	0-161	0-000	-0.3%	0-000
Volume	2,148,141	1,813,289	-334,852	-15.6%	8,342,554

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-192	133-093	132-090
R3	133-037	132-258	132-048
R2	132-202	132-202	132-033
R1	132-103	132-103	132-019	132-075
PP	132-047	132-047	132-047	132-032
S1	131-268	131-268	131-311	131-240
S2	131-212	131-212	131-297
S3	131-057	131-113	131-282
S4	130-222	130-278	131-240

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-232	135-253	132-255
R3	135-097	134-118	132-130
R2	133-282	133-282	132-088
R1	132-303	132-303	132-047	132-225
PP	132-147	132-147	132-147	132-108
S1	131-168	131-168	131-283	131-090
S2	131-012	131-012	131-242
S3	129-197	130-033	131-200
S4	128-062	128-218	131-075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-125	131-310	1-135	1.1%	0-192	0.5%	3%	False	True	1,668,510
10	133-230	131-310	1-240	1.3%	0-172	0.4%	3%	False	True	1,499,494
20	133-280	131-310	1-290	1.4%	0-154	0.4%	2%	False	True	1,481,789
40	134-265	131-310	2-275	2.2%	0-151	0.4%	2%	False	True	893,646
60	134-265	131-160	3-105	2.5%	0-158	0.4%	15%	False	False	596,124
80	134-265	130-200	4-065	3.2%	0-155	0.4%	33%	False	False	447,104

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	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-164
2.618	133-231
1.618	133-076
1.000	132-300
0.618	132-241
HIGH	132-145
0.618	132-086
0.500	132-068
0.382	132-049
LOW	131-310
0.618	131-214
1.000	131-155
1.618	131-059
2.618	130-224
4.250	129-291

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	132-068	132-218
PP	132-047	132-147
S1	132-026	132-076

Download as Excel Spreadsheet

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

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