ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 131-295 132-070 0-095 0.2% 132-225
High 132-100 132-170 0-070 0.2% 132-305
Low 131-270 132-060 0-110 0.3% 131-270
Close 132-060 132-130 0-070 0.2% 132-130
Range 0-150 0-110 -0-040 -26.7% 1-035
ATR 0-167 0-163 -0-004 -2.4% 0-000
Volume 1,901,751 1,608,810 -292,941 -15.4% 8,984,478
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 133-130 133-080 132-190
R3 133-020 132-290 132-160
R2 132-230 132-230 132-150
R1 132-180 132-180 132-140 132-205
PP 132-120 132-120 132-120 132-132
S1 132-070 132-070 132-120 132-095
S2 132-010 132-010 132-110
S3 131-220 131-280 132-100
S4 131-110 131-170 132-070
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 135-233 135-057 133-005
R3 134-198 134-022 132-228
R2 133-163 133-163 132-195
R1 132-307 132-307 132-163 132-218
PP 132-128 132-128 132-128 132-084
S1 131-272 131-272 132-097 131-182
S2 131-093 131-093 132-065
S3 130-058 130-237 132-032
S4 129-023 129-202 131-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-305 131-270 1-035 0.8% 0-143 0.3% 51% False False 1,796,895
10 133-165 131-265 1-220 1.3% 0-166 0.4% 34% False False 1,816,586
20 133-165 131-185 1-300 1.5% 0-155 0.4% 43% False False 1,640,028
40 133-165 130-255 2-230 2.1% 0-164 0.4% 59% False False 1,620,533
60 134-260 130-255 4-005 3.0% 0-189 0.4% 40% False False 1,830,019
80 136-205 130-255 5-270 4.4% 0-171 0.4% 28% False False 1,382,030
100 137-085 130-255 6-150 4.9% 0-158 0.4% 25% False False 1,105,843
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-318
2.618 133-138
1.618 133-028
1.000 132-280
0.618 132-238
HIGH 132-170
0.618 132-128
0.500 132-115
0.382 132-102
LOW 132-060
0.618 131-312
1.000 131-270
1.618 131-202
2.618 131-092
4.250 130-232
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 132-125 132-108
PP 132-120 132-087
S1 132-115 132-065

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

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