ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 05-Oct-2021

Day Change Summary
	Previous	Current
	04-Oct-2021	05-Oct-2021	Change	Change %	Previous Week
Open	132-060	132-025	-0-035	-0.1%	132-025
High	132-085	132-035	-0-050	-0.1%	132-070
Low	131-275	131-205	-0-070	-0.2%	131-070
Close	132-025	131-235	-0-110	-0.3%	132-055
Range	0-130	0-150	0-020	15.4%	1-000
ATR	0-166	0-165	-0-001	-0.7%	0-000
Volume	1,471,686	1,485,058	13,372	0.9%	10,488,477

Daily Pivots for day following 05-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-075	132-305	131-318
R3	132-245	132-155	131-276
R2	132-095	132-095	131-262
R1	132-005	132-005	131-249	131-295
PP	131-265	131-265	131-265	131-250
S1	131-175	131-175	131-221	131-145
S2	131-115	131-115	131-208
S3	130-285	131-025	131-194
S4	130-135	130-195	131-152

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	131-100	0-305	0.7%	0-156	0.4%	44%	False	False	1,822,211
10	133-125	131-070	2-055	1.6%	0-180	0.4%	24%	False	False	1,910,081
20	133-230	131-070	2-160	1.9%	0-165	0.4%	21%	False	False	1,614,314
40	134-005	131-070	2-255	2.1%	0-150	0.4%	18%	False	False	1,228,834
60	134-265	131-070	3-195	2.7%	0-159	0.4%	14%	False	False	820,180
80	134-265	130-200	4-065	3.2%	0-158	0.4%	26%	False	False	615,168

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	134-032
2.618	133-108
1.618	132-278
1.000	132-185
0.618	132-128
HIGH	132-035
0.618	131-298
0.500	131-280
0.382	131-262
LOW	131-205
0.618	131-112
1.000	131-055
1.618	130-282
2.618	130-132
4.250	129-208

Fisher Pivots for day following 05-Oct-2021
Pivot	1 day	3 day
R1	131-280	131-305
PP	131-265	131-282
S1	131-250	131-258

Download as Excel Spreadsheet

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

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