ECBOT 10 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
130-115 |
130-200 |
0-085 |
0.2% |
131-230 |
| High |
130-260 |
130-275 |
0-015 |
0.0% |
131-295 |
| Low |
130-100 |
130-075 |
-0-025 |
-0.1% |
130-090 |
| Close |
130-170 |
130-095 |
-0-075 |
-0.2% |
130-170 |
| Range |
0-160 |
0-200 |
0-040 |
25.0% |
1-205 |
| ATR |
0-198 |
0-198 |
0-000 |
0.1% |
0-000 |
| Volume |
1,363,018 |
1,183,106 |
-179,912 |
-13.2% |
6,997,080 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-108 |
131-302 |
130-205 |
|
| R3 |
131-228 |
131-102 |
130-150 |
|
| R2 |
131-028 |
131-028 |
130-132 |
|
| R1 |
130-222 |
130-222 |
130-113 |
130-185 |
| PP |
130-148 |
130-148 |
130-148 |
130-130 |
| S1 |
130-022 |
130-022 |
130-077 |
129-305 |
| S2 |
129-268 |
129-268 |
130-058 |
|
| S3 |
129-068 |
129-142 |
130-040 |
|
| S4 |
128-188 |
128-262 |
129-305 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-267 |
134-263 |
131-139 |
|
| R3 |
134-062 |
133-058 |
130-314 |
|
| R2 |
132-177 |
132-177 |
130-266 |
|
| R1 |
131-173 |
131-173 |
130-218 |
131-072 |
| PP |
130-292 |
130-292 |
130-292 |
130-241 |
| S1 |
129-288 |
129-288 |
130-122 |
129-188 |
| S2 |
129-087 |
129-087 |
130-074 |
|
| S3 |
127-202 |
128-083 |
130-026 |
|
| S4 |
125-317 |
126-198 |
129-201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-295 |
130-075 |
1-220 |
1.3% |
0-222 |
0.5% |
4% |
False |
True |
1,400,162 |
| 10 |
131-305 |
130-075 |
1-230 |
1.3% |
0-224 |
0.5% |
4% |
False |
True |
1,526,498 |
| 20 |
131-305 |
129-310 |
1-315 |
1.5% |
0-195 |
0.5% |
17% |
False |
False |
1,686,765 |
| 40 |
133-125 |
129-310 |
3-135 |
2.6% |
0-181 |
0.4% |
10% |
False |
False |
1,732,681 |
| 60 |
133-280 |
129-310 |
3-290 |
3.0% |
0-167 |
0.4% |
8% |
False |
False |
1,630,282 |
| 80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-164 |
0.4% |
7% |
False |
False |
1,226,807 |
| 100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-164 |
0.4% |
7% |
False |
False |
981,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-165 |
|
2.618 |
132-159 |
|
1.618 |
131-279 |
|
1.000 |
131-155 |
|
0.618 |
131-079 |
|
HIGH |
130-275 |
|
0.618 |
130-199 |
|
0.500 |
130-175 |
|
0.382 |
130-151 |
|
LOW |
130-075 |
|
0.618 |
129-271 |
|
1.000 |
129-195 |
|
1.618 |
129-071 |
|
2.618 |
128-191 |
|
4.250 |
127-185 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
130-175 |
130-175 |
| PP |
130-148 |
130-148 |
| S1 |
130-122 |
130-122 |
|