ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
130-165 |
130-140 |
-0-025 |
-0.1% |
131-010 |
| High |
130-240 |
130-185 |
-0-055 |
-0.1% |
131-195 |
| Low |
130-080 |
129-310 |
-0-090 |
-0.2% |
130-255 |
| Close |
130-205 |
130-060 |
-0-145 |
-0.3% |
130-310 |
| Range |
0-160 |
0-195 |
0-035 |
21.9% |
0-260 |
| ATR |
0-164 |
0-167 |
0-004 |
2.2% |
0-000 |
| Volume |
1,709,628 |
1,769,979 |
60,351 |
3.5% |
7,729,708 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-023 |
131-237 |
130-167 |
|
| R3 |
131-148 |
131-042 |
130-114 |
|
| R2 |
130-273 |
130-273 |
130-096 |
|
| R1 |
130-167 |
130-167 |
130-078 |
130-122 |
| PP |
130-078 |
130-078 |
130-078 |
130-056 |
| S1 |
129-292 |
129-292 |
130-042 |
129-248 |
| S2 |
129-203 |
129-203 |
130-024 |
|
| S3 |
129-008 |
129-097 |
130-006 |
|
| S4 |
128-133 |
128-222 |
129-273 |
|
|
| 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 |
131-170 |
129-310 |
1-180 |
1.2% |
0-176 |
0.4% |
14% |
False |
True |
1,714,237 |
| 10 |
131-195 |
129-310 |
1-205 |
1.3% |
0-163 |
0.4% |
13% |
False |
True |
1,700,803 |
| 20 |
132-145 |
129-310 |
2-155 |
1.9% |
0-162 |
0.4% |
9% |
False |
True |
1,769,361 |
| 40 |
133-280 |
129-310 |
3-290 |
3.0% |
0-157 |
0.4% |
6% |
False |
True |
1,637,916 |
| 60 |
134-265 |
129-310 |
4-275 |
3.7% |
0-154 |
0.4% |
5% |
False |
True |
1,155,378 |
| 80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-158 |
0.4% |
5% |
False |
True |
866,770 |
| 100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-155 |
0.4% |
5% |
False |
True |
693,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-054 |
|
2.618 |
132-056 |
|
1.618 |
131-181 |
|
1.000 |
131-060 |
|
0.618 |
130-306 |
|
HIGH |
130-185 |
|
0.618 |
130-111 |
|
0.500 |
130-088 |
|
0.382 |
130-064 |
|
LOW |
129-310 |
|
0.618 |
129-189 |
|
1.000 |
129-115 |
|
1.618 |
128-314 |
|
2.618 |
128-119 |
|
4.250 |
127-121 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
130-088 |
130-150 |
| PP |
130-078 |
130-120 |
| S1 |
130-069 |
130-090 |
|