ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
131-240 |
130-235 |
-1-005 |
-0.8% |
130-205 |
| High |
131-250 |
130-260 |
-0-310 |
-0.7% |
131-305 |
| Low |
130-180 |
130-090 |
-0-090 |
-0.2% |
130-125 |
| Close |
130-235 |
130-105 |
-0-130 |
-0.3% |
131-265 |
| Range |
1-070 |
0-170 |
-0-220 |
-56.4% |
1-180 |
| ATR |
0-204 |
0-201 |
-0-002 |
-1.2% |
0-000 |
| Volume |
2,295,387 |
525,839 |
-1,769,548 |
-77.1% |
8,563,846 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-022 |
131-233 |
130-198 |
|
| R3 |
131-172 |
131-063 |
130-152 |
|
| R2 |
131-002 |
131-002 |
130-136 |
|
| R1 |
130-213 |
130-213 |
130-121 |
130-182 |
| PP |
130-152 |
130-152 |
130-152 |
130-136 |
| S1 |
130-043 |
130-043 |
130-089 |
130-012 |
| S2 |
129-302 |
129-302 |
130-074 |
|
| S3 |
129-132 |
129-193 |
130-058 |
|
| S4 |
128-282 |
129-023 |
130-012 |
|
|
| 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 |
130-090 |
1-215 |
1.3% |
0-243 |
0.6% |
3% |
False |
True |
1,536,095 |
| 10 |
131-305 |
130-075 |
1-230 |
1.3% |
0-221 |
0.5% |
5% |
False |
False |
1,688,403 |
| 20 |
131-305 |
129-310 |
1-315 |
1.5% |
0-195 |
0.5% |
18% |
False |
False |
1,742,146 |
| 40 |
133-125 |
129-310 |
3-135 |
2.6% |
0-181 |
0.4% |
11% |
False |
False |
1,740,802 |
| 60 |
133-300 |
129-310 |
3-310 |
3.0% |
0-165 |
0.4% |
9% |
False |
False |
1,589,998 |
| 80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-162 |
0.4% |
7% |
False |
False |
1,195,027 |
| 100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-162 |
0.4% |
7% |
False |
False |
956,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-022 |
|
2.618 |
132-065 |
|
1.618 |
131-215 |
|
1.000 |
131-110 |
|
0.618 |
131-045 |
|
HIGH |
130-260 |
|
0.618 |
130-195 |
|
0.500 |
130-175 |
|
0.382 |
130-155 |
|
LOW |
130-090 |
|
0.618 |
129-305 |
|
1.000 |
129-240 |
|
1.618 |
129-135 |
|
2.618 |
128-285 |
|
4.250 |
128-008 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
130-175 |
131-032 |
| PP |
130-152 |
130-270 |
| S1 |
130-128 |
130-188 |
|