ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
131-095 |
131-155 |
0-060 |
0.1% |
131-260 |
| High |
131-240 |
132-030 |
0-110 |
0.3% |
132-090 |
| Low |
131-070 |
131-140 |
0-070 |
0.2% |
131-000 |
| Close |
131-175 |
131-295 |
0-120 |
0.3% |
131-070 |
| Range |
0-170 |
0-210 |
0-040 |
23.5% |
1-090 |
| ATR |
0-209 |
0-209 |
0-000 |
0.0% |
0-000 |
| Volume |
1,302,317 |
1,562,826 |
260,509 |
20.0% |
10,544,281 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-252 |
133-163 |
132-090 |
|
| R3 |
133-042 |
132-273 |
132-033 |
|
| R2 |
132-152 |
132-152 |
132-014 |
|
| R1 |
132-063 |
132-063 |
131-314 |
132-108 |
| PP |
131-262 |
131-262 |
131-262 |
131-284 |
| S1 |
131-173 |
131-173 |
131-276 |
131-218 |
| S2 |
131-052 |
131-052 |
131-256 |
|
| S3 |
130-162 |
130-283 |
131-237 |
|
| S4 |
129-272 |
130-073 |
131-180 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-110 |
134-180 |
131-296 |
|
| R3 |
134-020 |
133-090 |
131-183 |
|
| R2 |
132-250 |
132-250 |
131-145 |
|
| R1 |
132-000 |
132-000 |
131-108 |
131-240 |
| PP |
131-160 |
131-160 |
131-160 |
131-120 |
| S1 |
130-230 |
130-230 |
131-032 |
130-150 |
| S2 |
130-070 |
130-070 |
130-315 |
|
| S3 |
128-300 |
129-140 |
130-277 |
|
| S4 |
127-210 |
128-050 |
130-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-090 |
131-000 |
1-090 |
1.0% |
0-238 |
0.6% |
72% |
False |
False |
2,089,461 |
| 10 |
133-005 |
131-000 |
2-005 |
1.5% |
0-204 |
0.5% |
46% |
False |
False |
1,965,936 |
| 20 |
134-200 |
131-000 |
3-200 |
2.7% |
0-244 |
0.6% |
25% |
False |
False |
2,242,772 |
| 40 |
136-205 |
131-000 |
5-205 |
4.3% |
0-184 |
0.4% |
16% |
False |
False |
1,269,275 |
| 60 |
137-085 |
131-000 |
6-085 |
4.7% |
0-161 |
0.4% |
15% |
False |
False |
847,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-282 |
|
2.618 |
133-260 |
|
1.618 |
133-050 |
|
1.000 |
132-240 |
|
0.618 |
132-160 |
|
HIGH |
132-030 |
|
0.618 |
131-270 |
|
0.500 |
131-245 |
|
0.382 |
131-220 |
|
LOW |
131-140 |
|
0.618 |
131-010 |
|
1.000 |
130-250 |
|
1.618 |
130-120 |
|
2.618 |
129-230 |
|
4.250 |
128-208 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-278 |
131-257 |
| PP |
131-262 |
131-218 |
| S1 |
131-245 |
131-180 |
|