ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
132-125 |
132-030 |
-0-095 |
-0.2% |
132-225 |
High |
132-185 |
132-170 |
-0-015 |
0.0% |
132-305 |
Low |
131-300 |
132-010 |
0-030 |
0.1% |
131-270 |
Close |
132-010 |
132-155 |
0-145 |
0.3% |
132-130 |
Range |
0-205 |
0-160 |
-0-045 |
-22.0% |
1-035 |
ATR |
0-158 |
0-158 |
0-000 |
0.1% |
0-000 |
Volume |
2,044,316 |
1,619,543 |
-424,773 |
-20.8% |
8,984,478 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-272 |
133-213 |
132-243 |
|
R3 |
133-112 |
133-053 |
132-199 |
|
R2 |
132-272 |
132-272 |
132-184 |
|
R1 |
132-213 |
132-213 |
132-170 |
132-242 |
PP |
132-112 |
132-112 |
132-112 |
132-126 |
S1 |
132-053 |
132-053 |
132-140 |
132-082 |
S2 |
131-272 |
131-272 |
132-126 |
|
S3 |
131-112 |
131-213 |
132-111 |
|
S4 |
130-272 |
131-053 |
132-067 |
|
|
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 |
132-215 |
131-300 |
0-235 |
0.6% |
0-136 |
0.3% |
74% |
False |
False |
1,492,027 |
10 |
133-165 |
131-270 |
1-215 |
1.3% |
0-160 |
0.4% |
38% |
False |
False |
1,766,696 |
20 |
133-165 |
131-185 |
1-300 |
1.5% |
0-153 |
0.4% |
47% |
False |
False |
1,664,818 |
40 |
133-165 |
130-255 |
2-230 |
2.1% |
0-160 |
0.4% |
62% |
False |
False |
1,597,982 |
60 |
134-065 |
130-255 |
3-130 |
2.6% |
0-186 |
0.4% |
50% |
False |
False |
1,795,148 |
80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-173 |
0.4% |
29% |
False |
False |
1,454,579 |
100 |
137-085 |
130-255 |
6-150 |
4.9% |
0-162 |
0.4% |
26% |
False |
False |
1,164,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-210 |
2.618 |
133-269 |
1.618 |
133-109 |
1.000 |
133-010 |
0.618 |
132-269 |
HIGH |
132-170 |
0.618 |
132-109 |
0.500 |
132-090 |
0.382 |
132-071 |
LOW |
132-010 |
0.618 |
131-231 |
1.000 |
131-170 |
1.618 |
131-071 |
2.618 |
130-231 |
4.250 |
129-290 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
132-133 |
132-131 |
PP |
132-112 |
132-107 |
S1 |
132-090 |
132-082 |
|