ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	132-025	131-240	-0-105	-0.2%	132-250
High	132-055	131-270	-0-105	-0.2%	133-125
Low	131-195	131-070	-0-125	-0.3%	131-310
Close	131-255	131-150	-0-105	-0.2%	132-005
Range	0-180	0-200	0-020	11.1%	1-135
ATR	0-163	0-165	0-003	1.6%	0-000
Volume	1,856,758	2,477,404	620,646	33.4%	8,342,554

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-123	133-017	131-260
R3	132-243	132-137	131-205
R2	132-043	132-043	131-187
R1	131-257	131-257	131-168	131-210
PP	131-163	131-163	131-163	131-140
S1	131-057	131-057	131-132	131-010
S2	130-283	130-283	131-113
S3	130-083	130-177	131-095
S4	129-203	129-297	131-040

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	131-070	2-055	1.7%	0-203	0.5%	12%	False	True	1,997,951
10	133-225	131-070	2-155	1.9%	0-180	0.4%	10%	False	True	1,695,664
20	133-280	131-070	2-210	2.0%	0-159	0.4%	9%	False	True	1,527,968
40	134-265	131-070	3-195	2.7%	0-153	0.4%	7%	False	True	1,001,872
60	134-265	131-070	3-195	2.7%	0-160	0.4%	7%	False	True	668,355
80	134-265	130-200	4-065	3.2%	0-158	0.4%	20%	False	False	501,281

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	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-160
2.618	133-154
1.618	132-274
1.000	132-150
0.618	132-074
HIGH	131-270
0.618	131-194
0.500	131-170
0.382	131-146
LOW	131-070
0.618	130-266
1.000	130-190
1.618	130-066
2.618	129-186
4.250	128-180

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	131-170	131-268
PP	131-163	131-228
S1	131-157	131-189

Download as Excel Spreadsheet

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

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