ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 30-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
131-205 |
131-125 |
-0-080 |
-0.2% |
131-095 |
High |
131-315 |
131-135 |
-0-180 |
-0.4% |
132-095 |
Low |
131-095 |
130-260 |
-0-155 |
-0.4% |
131-070 |
Close |
131-115 |
131-060 |
-0-055 |
-0.1% |
131-245 |
Range |
0-220 |
0-195 |
-0-025 |
-11.4% |
1-025 |
ATR |
0-198 |
0-198 |
0-000 |
-0.1% |
0-000 |
Volume |
1,450,487 |
1,894,739 |
444,252 |
30.6% |
8,095,761 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-310 |
132-220 |
131-167 |
|
R3 |
132-115 |
132-025 |
131-114 |
|
R2 |
131-240 |
131-240 |
131-096 |
|
R1 |
131-150 |
131-150 |
131-078 |
131-098 |
PP |
131-045 |
131-045 |
131-045 |
131-019 |
S1 |
130-275 |
130-275 |
131-042 |
130-222 |
S2 |
130-170 |
130-170 |
131-024 |
|
S3 |
129-295 |
130-080 |
131-006 |
|
S4 |
129-100 |
129-205 |
130-273 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-318 |
134-147 |
132-115 |
|
R3 |
133-293 |
133-122 |
132-020 |
|
R2 |
132-268 |
132-268 |
131-308 |
|
R1 |
132-097 |
132-097 |
131-277 |
132-182 |
PP |
131-243 |
131-243 |
131-243 |
131-286 |
S1 |
131-072 |
131-072 |
131-213 |
131-158 |
S2 |
130-218 |
130-218 |
131-182 |
|
S3 |
129-193 |
130-047 |
131-150 |
|
S4 |
128-168 |
129-022 |
131-055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-095 |
130-260 |
1-155 |
1.1% |
0-171 |
0.4% |
25% |
False |
True |
1,715,168 |
10 |
132-095 |
130-260 |
1-155 |
1.1% |
0-204 |
0.5% |
25% |
False |
True |
1,902,315 |
20 |
133-225 |
130-260 |
2-285 |
2.2% |
0-202 |
0.5% |
13% |
False |
True |
1,948,425 |
40 |
136-060 |
130-260 |
5-120 |
4.1% |
0-192 |
0.5% |
7% |
False |
True |
1,481,333 |
60 |
137-085 |
130-260 |
6-145 |
4.9% |
0-170 |
0.4% |
6% |
False |
True |
989,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-004 |
2.618 |
133-006 |
1.618 |
132-131 |
1.000 |
132-010 |
0.618 |
131-256 |
HIGH |
131-135 |
0.618 |
131-061 |
0.500 |
131-038 |
0.382 |
131-014 |
LOW |
130-260 |
0.618 |
130-139 |
1.000 |
130-065 |
1.618 |
129-264 |
2.618 |
129-069 |
4.250 |
128-071 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
131-052 |
131-150 |
PP |
131-045 |
131-120 |
S1 |
131-038 |
131-090 |
|