ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 03-May-2021
Day Change Summary
Previous Current
30-Apr-2021 03-May-2021 Change Change % Previous Week
Open 131-310 132-015 0-025 0.1% 132-125
High 132-045 132-160 0-115 0.3% 132-160
Low 131-260 131-265 0-005 0.0% 131-185
Close 132-010 132-105 0-095 0.2% 132-010
Range 0-105 0-215 0-110 104.8% 0-295
ATR 0-163 0-167 0-004 2.3% 0-000
Volume 2,003,114 1,540,326 -462,788 -23.1% 8,113,360
Daily Pivots for day following 03-May-2021
Classic Woodie Camarilla DeMark
R4 134-075 133-305 132-223
R3 133-180 133-090 132-164
R2 132-285 132-285 132-144
R1 132-195 132-195 132-125 132-240
PP 132-070 132-070 132-070 132-092
S1 131-300 131-300 132-085 132-025
S2 131-175 131-175 132-066
S3 130-280 131-085 132-046
S4 130-065 130-190 131-307
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 134-257 134-108 132-172
R3 133-282 133-133 132-091
R2 132-307 132-307 132-064
R1 132-158 132-158 132-037 132-085
PP 132-012 132-012 132-012 131-295
S1 131-183 131-183 131-303 131-110
S2 131-037 131-037 131-276
S3 130-062 130-208 131-249
S4 129-087 129-233 131-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-160 131-185 0-295 0.7% 0-161 0.4% 81% True False 1,660,381
10 132-245 131-185 1-060 0.9% 0-150 0.4% 63% False False 1,496,355
20 132-245 131-035 1-210 1.3% 0-160 0.4% 74% False False 1,485,196
40 133-005 130-255 2-070 1.7% 0-172 0.4% 69% False False 1,661,818
60 136-000 130-255 5-065 3.9% 0-185 0.4% 29% False False 1,562,937
80 136-205 130-255 5-270 4.4% 0-166 0.4% 26% False False 1,174,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 135-114
2.618 134-083
1.618 133-188
1.000 133-055
0.618 132-293
HIGH 132-160
0.618 132-078
0.500 132-052
0.382 132-027
LOW 131-265
0.618 131-132
1.000 131-050
1.618 130-237
2.618 130-022
4.250 128-311
Fisher Pivots for day following 03-May-2021
Pivot 1 day 3 day
R1 132-088 132-074
PP 132-070 132-043
S1 132-052 132-012

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

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