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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-043
Widest range in 4 trading days

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

Download as Excel Spreadsheet

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

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