ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 132-130 132-170 0-040 0.1% 133-050
High 132-215 133-005 0-110 0.3% 133-230
Low 132-045 132-125 0-080 0.2% 131-235
Close 132-170 132-195 0-025 0.1% 132-110
Range 0-170 0-200 0-030 17.6% 1-315
ATR 0-207 0-206 0-000 -0.2% 0-000
Volume 2,013,539 2,040,028 26,489 1.3% 11,006,312
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 134-175 134-065 132-305
R3 133-295 133-185 132-250
R2 133-095 133-095 132-232
R1 132-305 132-305 132-213 133-040
PP 132-215 132-215 132-215 132-242
S1 132-105 132-105 132-177 132-160
S2 132-015 132-015 132-158
S3 131-135 131-225 132-140
S4 130-255 131-025 132-085
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 138-177 137-138 133-139
R3 136-182 135-143 132-285
R2 134-187 134-187 132-226
R1 133-148 133-148 132-168 133-010
PP 132-192 132-192 132-192 132-122
S1 131-153 131-153 132-052 131-015
S2 130-197 130-197 131-314
S3 128-202 129-158 131-255
S4 126-207 127-163 131-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-005 131-235 1-090 1.0% 0-188 0.4% 68% True False 2,077,811
10 133-230 131-235 1-315 1.5% 0-221 0.5% 44% False False 2,242,808
20 136-000 131-235 4-085 3.2% 0-224 0.5% 21% False False 1,747,273
40 136-205 131-235 4-290 3.7% 0-164 0.4% 18% False False 880,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-058
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-215
2.618 134-209
1.618 134-009
1.000 133-205
0.618 133-129
HIGH 133-005
0.618 132-249
0.500 132-225
0.382 132-201
LOW 132-125
0.618 132-001
1.000 131-245
1.618 131-121
2.618 130-241
4.250 129-235
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 132-225 132-175
PP 132-215 132-155
S1 132-205 132-135

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

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