ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 31-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
131-125 |
131-095 |
-0-030 |
-0.1% |
131-095 |
High |
131-135 |
131-095 |
-0-040 |
-0.1% |
132-095 |
Low |
130-260 |
130-290 |
0-030 |
0.1% |
131-070 |
Close |
131-060 |
130-300 |
-0-080 |
-0.2% |
131-245 |
Range |
0-195 |
0-125 |
-0-070 |
-35.9% |
1-025 |
ATR |
0-198 |
0-193 |
-0-005 |
-2.6% |
0-000 |
Volume |
1,894,739 |
2,350,602 |
455,863 |
24.1% |
8,095,761 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-070 |
131-310 |
131-049 |
|
R3 |
131-265 |
131-185 |
131-014 |
|
R2 |
131-140 |
131-140 |
131-003 |
|
R1 |
131-060 |
131-060 |
130-311 |
131-038 |
PP |
131-015 |
131-015 |
131-015 |
131-004 |
S1 |
130-255 |
130-255 |
130-289 |
130-232 |
S2 |
130-210 |
130-210 |
130-277 |
|
S3 |
130-085 |
130-130 |
130-266 |
|
S4 |
129-280 |
130-005 |
130-231 |
|
|
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% |
0-166 |
0.4% |
8% |
False |
False |
1,846,311 |
10 |
132-095 |
130-260 |
1-155 |
1.1% |
0-192 |
0.5% |
8% |
False |
False |
1,884,323 |
20 |
133-060 |
130-260 |
2-120 |
1.8% |
0-194 |
0.5% |
5% |
False |
False |
1,959,687 |
40 |
136-000 |
130-260 |
5-060 |
4.0% |
0-193 |
0.5% |
2% |
False |
False |
1,539,863 |
60 |
137-065 |
130-260 |
6-125 |
4.9% |
0-169 |
0.4% |
2% |
False |
False |
1,029,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-306 |
2.618 |
132-102 |
1.618 |
131-297 |
1.000 |
131-220 |
0.618 |
131-172 |
HIGH |
131-095 |
0.618 |
131-047 |
0.500 |
131-032 |
0.382 |
131-018 |
LOW |
130-290 |
0.618 |
130-213 |
1.000 |
130-165 |
1.618 |
130-088 |
2.618 |
129-283 |
4.250 |
129-079 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
131-032 |
131-128 |
PP |
131-015 |
131-078 |
S1 |
130-318 |
131-029 |
|