ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 132-065 132-025 -0-040 -0.1% 132-250
High 132-145 132-055 -0-090 -0.2% 133-125
Low 131-310 131-195 -0-115 -0.3% 131-310
Close 132-005 131-255 -0-070 -0.2% 132-005
Range 0-155 0-180 0-025 16.1% 1-135
ATR 0-161 0-163 0-001 0.8% 0-000
Volume 1,813,289 1,856,758 43,469 2.4% 8,342,554
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 133-175 133-075 132-034
R3 132-315 132-215 131-304
R2 132-135 132-135 131-288
R1 132-035 132-035 131-272 131-315
PP 131-275 131-275 131-275 131-255
S1 131-175 131-175 131-238 131-135
S2 131-095 131-095 131-222
S3 130-235 130-315 131-206
S4 130-055 130-135 131-156
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
5 133-125 131-195 1-250 1.4% 0-189 0.4% 11% False True 1,754,438
10 133-230 131-195 2-035 1.6% 0-180 0.4% 9% False True 1,603,196
20 133-280 131-195 2-085 1.7% 0-154 0.4% 8% False True 1,460,790
40 134-265 131-195 3-070 2.4% 0-154 0.4% 6% False True 940,024
60 134-265 131-175 3-090 2.5% 0-160 0.4% 8% False False 627,068
80 134-265 130-200 4-065 3.2% 0-157 0.4% 28% False False 470,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-180
2.618 133-206
1.618 133-026
1.000 132-235
0.618 132-166
HIGH 132-055
0.618 131-306
0.500 131-285
0.382 131-264
LOW 131-195
0.618 131-084
1.000 131-015
1.618 130-224
2.618 130-044
4.250 129-070
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 131-285 132-128
PP 131-275 132-063
S1 131-265 131-319

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

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