ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
131-240 |
131-140 |
-0-100 |
-0.2% |
132-250 |
| High |
131-270 |
131-255 |
-0-015 |
0.0% |
133-125 |
| Low |
131-070 |
131-100 |
0-030 |
0.1% |
131-310 |
| Close |
131-150 |
131-150 |
0-000 |
0.0% |
132-005 |
| Range |
0-200 |
0-155 |
-0-045 |
-22.5% |
1-135 |
| ATR |
0-165 |
0-165 |
-0-001 |
-0.4% |
0-000 |
| Volume |
2,477,404 |
2,067,859 |
-409,545 |
-16.5% |
8,342,554 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-313 |
132-227 |
131-235 |
|
| R3 |
132-158 |
132-072 |
131-193 |
|
| R2 |
132-003 |
132-003 |
131-178 |
|
| R1 |
131-237 |
131-237 |
131-164 |
131-280 |
| PP |
131-168 |
131-168 |
131-168 |
131-190 |
| S1 |
131-082 |
131-082 |
131-136 |
131-125 |
| S2 |
131-013 |
131-013 |
131-122 |
|
| S3 |
130-178 |
130-247 |
131-107 |
|
| S4 |
130-023 |
130-092 |
131-065 |
|
|
| 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 |
133-060 |
131-070 |
1-310 |
1.5% |
0-204 |
0.5% |
13% |
False |
False |
2,072,690 |
| 10 |
133-145 |
131-070 |
2-075 |
1.7% |
0-182 |
0.4% |
11% |
False |
False |
1,765,132 |
| 20 |
133-280 |
131-070 |
2-210 |
2.0% |
0-161 |
0.4% |
9% |
False |
False |
1,526,060 |
| 40 |
134-265 |
131-070 |
3-195 |
2.7% |
0-154 |
0.4% |
7% |
False |
False |
1,053,533 |
| 60 |
134-265 |
131-070 |
3-195 |
2.7% |
0-159 |
0.4% |
7% |
False |
False |
702,812 |
| 80 |
134-265 |
130-200 |
4-065 |
3.2% |
0-158 |
0.4% |
20% |
False |
False |
527,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-274 |
|
2.618 |
133-021 |
|
1.618 |
132-186 |
|
1.000 |
132-090 |
|
0.618 |
132-031 |
|
HIGH |
131-255 |
|
0.618 |
131-196 |
|
0.500 |
131-178 |
|
0.382 |
131-159 |
|
LOW |
131-100 |
|
0.618 |
131-004 |
|
1.000 |
130-265 |
|
1.618 |
130-169 |
|
2.618 |
130-014 |
|
4.250 |
129-081 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-178 |
131-222 |
| PP |
131-168 |
131-198 |
| S1 |
131-159 |
131-174 |
|