ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	130-205	130-315	0-110	0.3%	130-290
High	131-070	131-025	-0-045	-0.1%	130-310
Low	130-140	130-195	0-055	0.1%	129-310
Close	131-055	130-240	-0-135	-0.3%	130-110
Range	0-250	0-150	-0-100	-40.0%	1-000
ATR	0-168	0-168	0-001	0.5%	0-000
Volume	2,427,913	2,495,837	67,924	2.8%	8,929,860

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-070	131-305	131-002
R3	131-240	131-155	130-281
R2	131-090	131-090	130-268
R1	131-005	131-005	130-254	130-292
PP	130-260	130-260	130-260	130-244
S1	130-175	130-175	130-226	130-142
S2	130-110	130-110	130-212
S3	129-280	130-025	130-199
S4	129-130	129-195	130-158

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-137	132-283	130-286
R3	132-137	131-283	130-198
R2	131-137	131-137	130-169
R1	130-283	130-283	130-139	130-210
PP	130-137	130-137	130-137	130-100
S1	129-283	129-283	130-081	129-210
S2	129-137	129-137	130-051
S3	128-137	128-283	130-022
S4	127-137	127-283	129-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-070	129-315	1-075	0.9%	0-163	0.4%	62%	False	False	1,877,542
10	131-170	129-310	1-180	1.2%	0-170	0.4%	50%	False	False	1,795,890
20	132-085	129-310	2-095	1.8%	0-158	0.4%	34%	False	False	1,725,037
40	133-280	129-310	3-290	3.0%	0-161	0.4%	20%	False	False	1,640,099
60	134-095	129-310	4-105	3.3%	0-154	0.4%	18%	False	False	1,311,613
80	134-265	129-310	4-275	3.7%	0-159	0.4%	16%	False	False	984,099
100	134-265	129-310	4-275	3.7%	0-160	0.4%	16%	False	False	787,299

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-022
2.618	132-098
1.618	131-268
1.000	131-175
0.618	131-118
HIGH	131-025
0.618	130-288
0.500	130-270
0.382	130-252
LOW	130-195
0.618	130-102
1.000	130-045
1.618	129-272
2.618	129-122
4.250	128-198

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	130-270	130-252
PP	130-260	130-248
S1	130-250	130-244

Download as Excel Spreadsheet

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

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