ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 132-195 132-145 -0-050 -0.1% 132-015
High 132-235 132-180 -0-055 -0.1% 133-165
Low 132-125 131-280 -0-165 -0.4% 131-265
Close 132-145 131-295 -0-170 -0.4% 132-240
Range 0-110 0-220 0-110 100.0% 1-220
ATR 0-164 0-168 0-004 2.4% 0-000
Volume 1,574,618 2,488,669 914,051 58.0% 9,181,384
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 134-058 133-237 132-096
R3 133-158 133-017 132-036
R2 132-258 132-258 132-015
R1 132-117 132-117 131-315 132-078
PP 132-038 132-038 132-038 132-019
S1 131-217 131-217 131-275 131-178
S2 131-138 131-138 131-255
S3 130-238 130-317 131-234
S4 130-018 130-097 131-174
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
5 133-165 131-280 1-205 1.2% 0-168 0.4% 3% False True 1,934,348
10 133-165 131-185 1-300 1.5% 0-170 0.4% 18% False False 1,829,252
20 133-165 131-185 1-300 1.5% 0-162 0.4% 18% False False 1,650,712
40 133-165 130-255 2-230 2.1% 0-172 0.4% 41% False False 1,667,490
60 134-305 130-255 4-050 3.2% 0-189 0.4% 27% False False 1,776,851
80 136-205 130-255 5-270 4.4% 0-170 0.4% 19% False False 1,338,309
100 137-085 130-255 6-150 4.9% 0-156 0.4% 17% False False 1,070,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-155
2.618 134-116
1.618 133-216
1.000 133-080
0.618 132-316
HIGH 132-180
0.618 132-096
0.500 132-070
0.382 132-044
LOW 131-280
0.618 131-144
1.000 131-060
1.618 130-244
2.618 130-024
4.250 128-305
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 132-070 132-132
PP 132-038 132-080
S1 132-007 132-028

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

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