ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 132-135 132-200 0-065 0.2% 132-125
High 132-215 132-240 0-025 0.1% 132-160
Low 132-055 132-165 0-110 0.3% 131-185
Close 132-175 132-215 0-040 0.1% 132-010
Range 0-160 0-075 -0-085 -53.1% 0-295
ATR 0-168 0-161 -0-007 -4.0% 0-000
Volume 1,454,032 1,366,666 -87,366 -6.0% 8,113,360
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 133-112 133-078 132-256
R3 133-037 133-003 132-236
R2 132-282 132-282 132-229
R1 132-248 132-248 132-222 132-265
PP 132-207 132-207 132-207 132-215
S1 132-173 132-173 132-208 132-190
S2 132-132 132-132 132-201
S3 132-057 132-098 132-194
S4 131-302 132-023 132-174
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
5 132-240 131-260 0-300 0.7% 0-148 0.3% 92% True False 1,670,668
10 132-240 131-185 1-055 0.9% 0-147 0.3% 93% True False 1,562,941
20 132-245 131-120 1-125 1.0% 0-158 0.4% 93% False False 1,527,320
40 133-005 130-255 2-070 1.7% 0-170 0.4% 85% False False 1,639,826
60 136-000 130-255 5-065 3.9% 0-187 0.4% 36% False False 1,642,375
80 136-205 130-255 5-270 4.4% 0-166 0.4% 32% False False 1,234,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 133-239
2.618 133-116
1.618 133-041
1.000 132-315
0.618 132-286
HIGH 132-240
0.618 132-211
0.500 132-202
0.382 132-194
LOW 132-165
0.618 132-119
1.000 132-090
1.618 132-044
2.618 131-289
4.250 131-166
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 132-211 132-192
PP 132-207 132-168
S1 132-202 132-145

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

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