ECBOT 10 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	131-070	131-050	-0-020	0.0%	131-190
High	131-210	131-090	-0-120	-0.3%	132-230
Low	131-050	130-255	-0-115	-0.3%	131-050
Close	131-070	131-000	-0-070	-0.2%	131-070
Range	0-160	0-155	-0-005	-3.1%	1-180
ATR
Volume	11	26	15	136.4%	274

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-153	132-072	131-085
R3	131-318	131-237	131-043
R2	131-163	131-163	131-028
R1	131-082	131-082	131-014	131-045
PP	131-008	131-008	131-008	130-310
S1	130-247	130-247	130-306	130-210
S2	130-173	130-173	130-292
S3	130-018	130-092	130-277
S4	129-183	129-257	130-235

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-123	135-117	132-025
R3	134-263	133-257	131-208
R2	133-083	133-083	131-162
R1	132-077	132-077	131-116	131-310
PP	131-223	131-223	131-223	131-180
S1	130-217	130-217	131-024	130-130
S2	130-043	130-043	130-298
S3	128-183	129-037	130-252
S4	127-003	127-177	130-115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-230	130-255	1-295	1.5%	0-170	0.4%	11%	False	True	58
10	132-260	130-255	2-005	1.5%	0-154	0.4%	10%	False	True	33

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-109
2.618	132-176
1.618	132-021
1.000	131-245
0.618	131-186
HIGH	131-090
0.618	131-031
0.500	131-012
0.382	130-314
LOW	130-255
0.618	130-159
1.000	130-100
1.618	130-004
2.618	129-169
4.250	128-236

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	131-012	131-208
PP	131-008	131-138
S1	131-004	131-069

Download as Excel Spreadsheet

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

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