ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	131-285	132-060	0-095	0.2%	132-025
High	132-070	132-085	0-015	0.0%	132-070
Low	131-240	131-275	0-035	0.1%	131-070
Close	132-055	132-025	-0-030	-0.1%	132-055
Range	0-150	0-130	-0-020	-13.3%	1-000
ATR	0-169	0-166	-0-003	-1.6%	0-000
Volume	2,027,570	1,471,686	-555,884	-27.4%	10,488,477

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-092	133-028	132-096
R3	132-282	132-218	132-061
R2	132-152	132-152	132-049
R1	132-088	132-088	132-037	132-055
PP	132-022	132-022	132-022	132-005
S1	131-278	131-278	132-013	131-245
S2	131-212	131-212	132-001
S3	131-082	131-148	131-309
S4	130-272	131-018	131-274

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	132-085	131-070	1-015	0.8%	0-166	0.4%	82%	True	False	2,020,681
10	133-125	131-070	2-055	1.6%	0-178	0.4%	40%	False	False	1,887,559
20	133-230	131-070	2-160	1.9%	0-165	0.4%	34%	False	False	1,613,888
40	134-005	131-070	2-255	2.1%	0-151	0.4%	31%	False	False	1,192,060
60	134-265	131-070	3-195	2.7%	0-159	0.4%	24%	False	False	795,433
80	134-265	130-200	4-065	3.2%	0-159	0.4%	35%	False	False	596,605

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	0-046
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	133-318
2.618	133-105
1.618	132-295
1.000	132-215
0.618	132-165
HIGH	132-085
0.618	132-035
0.500	132-020
0.382	132-005
LOW	131-275
0.618	131-195
1.000	131-145
1.618	131-065
2.618	130-255
4.250	130-042

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	132-023	131-316
PP	132-022	131-287
S1	132-020	131-258

Download as Excel Spreadsheet

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

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