ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 130-235 130-295 0-060 0.1% 130-155
High 131-045 131-055 0-010 0.0% 131-070
Low 130-205 130-155 -0-050 -0.1% 130-075
Close 130-310 130-245 -0-065 -0.2% 130-225
Range 0-160 0-220 0-060 37.5% 0-315
ATR 0-168 0-171 0-004 2.2% 0-000
Volume 1,502,792 1,821,995 319,203 21.2% 10,135,667
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 132-278 132-162 131-046
R3 132-058 131-262 130-306
R2 131-158 131-158 130-285
R1 131-042 131-042 130-265 130-310
PP 130-258 130-258 130-258 130-232
S1 130-142 130-142 130-225 130-090
S2 130-038 130-038 130-205
S3 129-138 129-242 130-184
S4 128-238 129-022 130-124
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 133-215 133-055 131-078
R3 132-220 132-060 130-312
R2 131-225 131-225 130-283
R1 131-065 131-065 130-254 131-145
PP 130-230 130-230 130-230 130-270
S1 130-070 130-070 130-196 130-150
S2 129-235 129-235 130-167
S3 128-240 129-075 130-138
S4 127-245 128-080 130-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-055 130-075 0-300 0.7% 0-173 0.4% 57% True False 1,997,159
10 131-070 129-310 1-080 1.0% 0-172 0.4% 64% False False 1,864,765
20 131-250 129-310 1-260 1.4% 0-166 0.4% 44% False False 1,764,525
40 133-230 129-310 3-240 2.9% 0-166 0.4% 21% False False 1,698,963
60 134-005 129-310 4-015 3.1% 0-156 0.4% 20% False False 1,435,871
80 134-265 129-310 4-275 3.7% 0-160 0.4% 16% False False 1,077,713
100 134-265 129-310 4-275 3.7% 0-159 0.4% 16% False False 862,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-030
2.618 132-311
1.618 132-091
1.000 131-275
0.618 131-191
HIGH 131-055
0.618 130-291
0.500 130-265
0.382 130-239
LOW 130-155
0.618 130-019
1.000 129-255
1.618 129-119
2.618 128-219
4.250 127-180
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 130-265 130-250
PP 130-258 130-248
S1 130-252 130-247

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

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