ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	131-140	131-210	0-070	0.2%	132-250
High	131-255	131-305	0-050	0.1%	133-125
Low	131-100	131-110	0-010	0.0%	131-310
Close	131-150	131-195	0-045	0.1%	132-005
Range	0-155	0-195	0-040	25.8%	1-135
ATR	0-165	0-167	0-002	1.3%	0-000
Volume	2,067,859	2,058,886	-8,973	-0.4%	8,342,554

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-148	133-047	131-302
R3	132-273	132-172	131-249
R2	132-078	132-078	131-231
R1	131-297	131-297	131-213	131-250
PP	131-203	131-203	131-203	131-180
S1	131-102	131-102	131-177	131-055
S2	131-008	131-008	131-159
S3	130-133	130-227	131-141
S4	129-258	130-032	131-088

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	132-145	131-070	1-075	0.9%	0-177	0.4%	32%	False	False	2,054,839
10	133-125	131-070	2-055	1.7%	0-185	0.4%	18%	False	False	1,824,731
20	133-280	131-070	2-210	2.0%	0-164	0.4%	15%	False	False	1,555,160
40	134-095	131-070	3-025	2.3%	0-152	0.4%	13%	False	False	1,104,900
60	134-265	131-070	3-195	2.7%	0-159	0.4%	11%	False	False	737,119
80	134-265	130-200	4-065	3.2%	0-160	0.4%	23%	False	False	552,865

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-174
2.618	133-176
1.618	132-301
1.000	132-180
0.618	132-106
HIGH	131-305
0.618	131-231
0.500	131-208
0.382	131-184
LOW	131-110
0.618	130-309
1.000	130-235
1.618	130-114
2.618	129-239
4.250	128-241

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	131-208	131-192
PP	131-203	131-190
S1	131-199	131-188

Download as Excel Spreadsheet

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

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