ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	131-010	130-270	-0-060	-0.1%	132-060
High	131-015	131-075	0-060	0.1%	132-085
Low	130-255	130-255	0-000	0.0%	131-010
Close	130-270	131-045	0-095	0.2%	131-045
Range	0-080	0-140	0-060	75.0%	1-075
ATR	0-159	0-158	-0-001	-0.9%	0-000
Volume	527,137	1,701,981	1,174,844	222.9%	8,364,075

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-118	132-062	131-122
R3	131-298	131-242	131-084
R2	131-158	131-158	131-071
R1	131-102	131-102	131-058	131-130
PP	131-018	131-018	131-018	131-032
S1	130-282	130-282	131-032	130-310
S2	130-198	130-198	131-019
S3	130-058	130-142	131-006
S4	129-238	130-002	130-288

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-058	134-127	131-262
R3	133-303	133-052	131-154
R2	132-228	132-228	131-117
R1	131-297	131-297	131-081	131-225
PP	131-153	131-153	131-153	131-118
S1	130-222	130-222	131-009	130-150
S2	130-078	130-078	130-293
S3	129-003	129-147	130-256
S4	127-248	128-072	130-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-270	130-255	1-015	0.8%	0-137	0.3%	33%	False	True	1,527,289
10	132-085	130-255	1-150	1.1%	0-146	0.3%	23%	False	True	1,674,750
20	133-225	130-255	2-290	2.2%	0-163	0.4%	12%	False	True	1,685,207
40	134-005	130-255	3-070	2.5%	0-148	0.4%	11%	False	True	1,418,060
60	134-265	130-255	4-010	3.1%	0-154	0.4%	9%	False	True	947,411
80	134-265	130-255	4-010	3.1%	0-154	0.4%	9%	False	True	710,622

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-030
2.618	132-122
1.618	131-302
1.000	131-215
0.618	131-162
HIGH	131-075
0.618	131-022
0.500	131-005
0.382	130-308
LOW	130-255
0.618	130-168
1.000	130-115
1.618	130-028
2.618	129-208
4.250	128-300

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	131-032	131-060
PP	131-018	131-055
S1	131-005	131-050

Download as Excel Spreadsheet

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

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