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 |
|
|
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 |
|