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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 11 trading days
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

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

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