ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 01-Oct-2021

Day Change Summary
	Previous	Current
	30-Sep-2021	01-Oct-2021	Change	Change %	Previous Week
Open	131-210	131-285	0-075	0.2%	132-025
High	131-305	132-070	0-085	0.2%	132-070
Low	131-110	131-240	0-130	0.3%	131-070
Close	131-195	132-055	0-180	0.4%	132-055
Range	0-195	0-150	-0-045	-23.1%	1-000
ATR	0-167	0-169	0-002	1.2%	0-000
Volume	2,058,886	2,027,570	-31,316	-1.5%	10,488,477

Daily Pivots for day following 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-145	133-090	132-138
R3	132-315	132-260	132-096
R2	132-165	132-165	132-082
R1	132-110	132-110	132-069	132-138
PP	132-015	132-015	132-015	132-029
S1	131-280	131-280	132-041	131-308
S2	131-185	131-185	132-028
S3	131-035	131-130	132-014
S4	130-205	130-300	131-292

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-278	134-167	132-231
R3	133-278	133-167	132-143
R2	132-278	132-278	132-114
R1	132-167	132-167	132-084	132-222
PP	131-278	131-278	131-278	131-306
S1	131-167	131-167	132-026	131-222
S2	130-278	130-278	131-316
S3	129-278	130-167	131-287
S4	128-278	129-167	131-199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-070	131-070	1-000	0.8%	0-176	0.4%	95%	True	False	2,097,695
10	133-125	131-070	2-055	1.6%	0-184	0.4%	44%	False	False	1,883,103
20	133-280	131-070	2-210	2.0%	0-168	0.4%	36%	False	False	1,611,090
40	134-005	131-070	2-255	2.1%	0-152	0.4%	34%	False	False	1,155,436
60	134-265	131-070	3-195	2.7%	0-159	0.4%	26%	False	False	770,907
80	134-265	130-200	4-065	3.2%	0-159	0.4%	37%	False	False	578,209

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-044
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	134-068
2.618	133-143
1.618	132-313
1.000	132-220
0.618	132-163
HIGH	132-070
0.618	132-013
0.500	131-315
0.382	131-297
LOW	131-240
0.618	131-147
1.000	131-090
1.618	130-317
2.618	130-167
4.250	129-242

Fisher Pivots for day following 01-Oct-2021
Pivot	1 day	3 day
R1	132-035	132-012
PP	132-015	131-288
S1	131-315	131-245

Download as Excel Spreadsheet

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

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