ECBOT 10 Year T-Note Future March 2022

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

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	129-195	129-220	0-025	0.1%	129-300
High	129-265	130-120	0-175	0.4%	130-030
Low	129-160	129-190	0-030	0.1%	129-035
Close	129-240	130-105	0-185	0.4%	129-150
Range	0-105	0-250	0-145	138.1%	0-315
ATR	0-151	0-158	0-007	4.7%	0-000
Volume	2,268	7,348	5,080	224.0%	9,461

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-142	132-053	130-242
R3	131-212	131-123	130-174
R2	130-282	130-282	130-151
R1	130-193	130-193	130-128	130-238
PP	130-032	130-032	130-032	130-054
S1	129-263	129-263	130-082	129-308
S2	129-102	129-102	130-059
S3	128-172	129-013	130-036
S4	127-242	128-083	129-288

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-163	131-312	130-003
R3	131-168	130-317	129-237
R2	130-173	130-173	129-208
R1	130-002	130-002	129-179	129-250
PP	129-178	129-178	129-178	129-142
S1	129-007	129-007	129-121	128-255
S2	128-183	128-183	129-092
S3	127-188	128-012	129-063
S4	126-193	127-017	128-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-120	129-035	1-085	1.0%	0-167	0.4%	96%	True	False	4,095
10	130-245	129-035	1-210	1.3%	0-159	0.4%	74%	False	False	2,389
20	131-140	129-035	2-105	1.8%	0-141	0.3%	52%	False	False	1,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	133-222
2.618	132-134
1.618	131-204
1.000	131-050
0.618	130-274
HIGH	130-120
0.618	130-024
0.500	129-315
0.382	129-286
LOW	129-190
0.618	129-036
1.000	128-260
1.618	128-106
2.618	127-176
4.250	126-088

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	130-068	130-057
PP	130-032	130-008
S1	129-315	129-280

Download as Excel Spreadsheet

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

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