ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 11-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
Open |
132-225 |
132-195 |
-0-030 |
-0.1% |
132-015 |
High |
132-305 |
132-235 |
-0-070 |
-0.2% |
133-165 |
Low |
132-180 |
132-125 |
-0-055 |
-0.1% |
131-265 |
Close |
132-195 |
132-145 |
-0-050 |
-0.1% |
132-240 |
Range |
0-125 |
0-110 |
-0-015 |
-12.0% |
1-220 |
ATR |
0-168 |
0-164 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,410,630 |
1,574,618 |
163,988 |
11.6% |
9,181,384 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-178 |
133-112 |
132-206 |
|
R3 |
133-068 |
133-002 |
132-175 |
|
R2 |
132-278 |
132-278 |
132-165 |
|
R1 |
132-212 |
132-212 |
132-155 |
132-190 |
PP |
132-168 |
132-168 |
132-168 |
132-158 |
S1 |
132-102 |
132-102 |
132-135 |
132-080 |
S2 |
132-058 |
132-058 |
132-125 |
|
S3 |
131-268 |
131-312 |
132-115 |
|
S4 |
131-158 |
131-202 |
132-084 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-243 |
136-302 |
133-217 |
|
R3 |
136-023 |
135-082 |
133-068 |
|
R2 |
134-123 |
134-123 |
133-019 |
|
R1 |
133-182 |
133-182 |
132-290 |
133-312 |
PP |
132-223 |
132-223 |
132-223 |
132-289 |
S1 |
131-282 |
131-282 |
132-190 |
132-092 |
S2 |
131-003 |
131-003 |
132-141 |
|
S3 |
129-103 |
130-062 |
132-092 |
|
S4 |
127-203 |
128-162 |
131-263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-165 |
132-055 |
1-110 |
1.0% |
0-156 |
0.4% |
21% |
False |
False |
1,727,420 |
10 |
133-165 |
131-185 |
1-300 |
1.5% |
0-163 |
0.4% |
45% |
False |
False |
1,750,962 |
20 |
133-165 |
131-185 |
1-300 |
1.5% |
0-157 |
0.4% |
45% |
False |
False |
1,593,270 |
40 |
133-165 |
130-255 |
2-230 |
2.1% |
0-170 |
0.4% |
61% |
False |
False |
1,643,113 |
60 |
135-130 |
130-255 |
4-195 |
3.5% |
0-190 |
0.4% |
36% |
False |
False |
1,737,768 |
80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-168 |
0.4% |
28% |
False |
False |
1,307,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-062 |
2.618 |
133-203 |
1.618 |
133-093 |
1.000 |
133-025 |
0.618 |
132-303 |
HIGH |
132-235 |
0.618 |
132-193 |
0.500 |
132-180 |
0.382 |
132-167 |
LOW |
132-125 |
0.618 |
132-057 |
1.000 |
132-015 |
1.618 |
131-267 |
2.618 |
131-157 |
4.250 |
130-298 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
132-180 |
132-305 |
PP |
132-168 |
132-252 |
S1 |
132-157 |
132-198 |
|