ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
131-070 |
131-230 |
0-160 |
0.4% |
130-205 |
| High |
131-305 |
131-255 |
-0-050 |
-0.1% |
131-305 |
| Low |
131-015 |
131-080 |
0-065 |
0.2% |
130-125 |
| Close |
131-265 |
131-095 |
-0-170 |
-0.4% |
131-265 |
| Range |
0-290 |
0-175 |
-0-115 |
-39.7% |
1-180 |
| ATR |
0-187 |
0-187 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,046,414 |
1,179,373 |
-867,041 |
-42.4% |
8,563,846 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-028 |
132-237 |
131-191 |
|
| R3 |
132-173 |
132-062 |
131-143 |
|
| R2 |
131-318 |
131-318 |
131-127 |
|
| R1 |
131-207 |
131-207 |
131-111 |
131-175 |
| PP |
131-143 |
131-143 |
131-143 |
131-128 |
| S1 |
131-032 |
131-032 |
131-079 |
131-000 |
| S2 |
130-288 |
130-288 |
131-063 |
|
| S3 |
130-113 |
130-177 |
131-047 |
|
| S4 |
129-258 |
130-002 |
130-319 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-025 |
135-165 |
132-220 |
|
| R3 |
134-165 |
133-305 |
132-082 |
|
| R2 |
132-305 |
132-305 |
132-037 |
|
| R1 |
132-125 |
132-125 |
131-311 |
132-215 |
| PP |
131-125 |
131-125 |
131-125 |
131-170 |
| S1 |
130-265 |
130-265 |
131-219 |
131-035 |
| S2 |
129-265 |
129-265 |
131-173 |
|
| S3 |
128-085 |
129-085 |
131-128 |
|
| S4 |
126-225 |
127-225 |
130-310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-305 |
130-155 |
1-150 |
1.1% |
0-225 |
0.5% |
55% |
False |
False |
1,652,834 |
| 10 |
131-305 |
130-075 |
1-230 |
1.3% |
0-197 |
0.5% |
62% |
False |
False |
1,862,677 |
| 20 |
131-305 |
129-310 |
1-315 |
1.5% |
0-182 |
0.4% |
67% |
False |
False |
1,800,565 |
| 40 |
133-230 |
129-310 |
3-240 |
2.9% |
0-174 |
0.4% |
35% |
False |
False |
1,739,155 |
| 60 |
134-005 |
129-310 |
4-015 |
3.1% |
0-160 |
0.4% |
33% |
False |
False |
1,517,719 |
| 80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-164 |
0.4% |
27% |
False |
False |
1,139,452 |
| 100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-160 |
0.4% |
27% |
False |
False |
911,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-039 |
|
2.618 |
133-073 |
|
1.618 |
132-218 |
|
1.000 |
132-110 |
|
0.618 |
132-043 |
|
HIGH |
131-255 |
|
0.618 |
131-188 |
|
0.500 |
131-168 |
|
0.382 |
131-147 |
|
LOW |
131-080 |
|
0.618 |
130-292 |
|
1.000 |
130-225 |
|
1.618 |
130-117 |
|
2.618 |
129-262 |
|
4.250 |
128-296 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-168 |
131-091 |
| PP |
131-143 |
131-087 |
| S1 |
131-119 |
131-082 |
|