ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
131-100 |
131-165 |
0-065 |
0.2% |
131-010 |
| High |
131-195 |
131-170 |
-0-025 |
-0.1% |
131-195 |
| Low |
131-060 |
130-290 |
-0-090 |
-0.2% |
130-255 |
| Close |
131-160 |
130-310 |
-0-170 |
-0.4% |
130-310 |
| Range |
0-135 |
0-200 |
0-065 |
48.1% |
0-260 |
| ATR |
0-160 |
0-163 |
0-003 |
1.8% |
0-000 |
| Volume |
1,591,700 |
1,579,499 |
-12,201 |
-0.8% |
7,729,708 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-003 |
132-197 |
131-100 |
|
| R3 |
132-123 |
131-317 |
131-045 |
|
| R2 |
131-243 |
131-243 |
131-027 |
|
| R1 |
131-117 |
131-117 |
131-008 |
131-080 |
| PP |
131-043 |
131-043 |
131-043 |
131-025 |
| S1 |
130-237 |
130-237 |
130-292 |
130-200 |
| S2 |
130-163 |
130-163 |
130-273 |
|
| S3 |
129-283 |
130-037 |
130-255 |
|
| S4 |
129-083 |
129-157 |
130-200 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-180 |
133-025 |
131-133 |
|
| R3 |
132-240 |
132-085 |
131-062 |
|
| R2 |
131-300 |
131-300 |
131-038 |
|
| R1 |
131-145 |
131-145 |
131-014 |
131-092 |
| PP |
131-040 |
131-040 |
131-040 |
131-014 |
| S1 |
130-205 |
130-205 |
130-286 |
130-152 |
| S2 |
130-100 |
130-100 |
130-262 |
|
| S3 |
129-160 |
129-265 |
130-238 |
|
| S4 |
128-220 |
129-005 |
130-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-195 |
130-255 |
0-260 |
0.6% |
0-155 |
0.4% |
21% |
False |
False |
1,545,941 |
| 10 |
132-085 |
130-255 |
1-150 |
1.1% |
0-152 |
0.4% |
12% |
False |
False |
1,609,378 |
| 20 |
133-125 |
130-255 |
2-190 |
2.0% |
0-168 |
0.4% |
7% |
False |
False |
1,746,240 |
| 40 |
133-280 |
130-255 |
3-025 |
2.4% |
0-152 |
0.4% |
6% |
False |
False |
1,551,934 |
| 60 |
134-265 |
130-255 |
4-010 |
3.1% |
0-152 |
0.4% |
4% |
False |
False |
1,038,961 |
| 80 |
134-265 |
130-255 |
4-010 |
3.1% |
0-155 |
0.4% |
4% |
False |
False |
779,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-060 |
|
2.618 |
133-054 |
|
1.618 |
132-174 |
|
1.000 |
132-050 |
|
0.618 |
131-294 |
|
HIGH |
131-170 |
|
0.618 |
131-094 |
|
0.500 |
131-070 |
|
0.382 |
131-046 |
|
LOW |
130-290 |
|
0.618 |
130-166 |
|
1.000 |
130-090 |
|
1.618 |
129-286 |
|
2.618 |
129-086 |
|
4.250 |
128-080 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-070 |
131-065 |
| PP |
131-043 |
131-040 |
| S1 |
131-017 |
131-015 |
|