ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 132-200 132-315 0-115 0.3% 132-135
High 133-015 133-020 0-005 0.0% 132-215
Low 132-190 132-265 0-075 0.2% 131-300
Close 132-310 132-290 -0-020 0.0% 132-140
Range 0-145 0-075 -0-070 -48.3% 0-235
ATR 0-147 0-142 -0-005 -3.5% 0-000
Volume 4,052,084 2,845,547 -1,206,537 -29.8% 7,546,683
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 133-203 133-162 133-011
R3 133-128 133-087 132-311
R2 133-053 133-053 132-304
R1 133-012 133-012 132-297 132-315
PP 132-298 132-298 132-298 132-290
S1 132-257 132-257 132-283 132-240
S2 132-223 132-223 132-276
S3 132-148 132-182 132-269
S4 132-073 132-107 132-249
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 134-177 134-073 132-269
R3 133-262 133-158 132-205
R2 133-027 133-027 132-183
R1 132-243 132-243 132-162 132-295
PP 132-112 132-112 132-112 132-138
S1 132-008 132-008 132-118 132-060
S2 131-197 131-197 132-097
S3 130-282 131-093 132-075
S4 130-047 130-178 132-011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-020 132-010 1-010 0.8% 0-106 0.2% 85% True False 2,515,928
10 133-020 131-270 1-070 0.9% 0-120 0.3% 87% True False 2,032,198
20 133-165 131-185 1-300 1.5% 0-145 0.3% 69% False False 1,930,725
40 133-165 130-255 2-230 2.0% 0-151 0.4% 78% False False 1,699,960
60 133-225 130-255 2-290 2.2% 0-168 0.4% 73% False False 1,782,782
80 136-060 130-255 5-125 4.1% 0-172 0.4% 39% False False 1,590,646
100 137-085 130-255 6-150 4.9% 0-163 0.4% 33% False False 1,273,955
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-019
2.618 133-216
1.618 133-141
1.000 133-095
0.618 133-066
HIGH 133-020
0.618 132-311
0.500 132-302
0.382 132-294
LOW 132-265
0.618 132-219
1.000 132-190
1.618 132-144
2.618 132-069
4.250 131-266
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 132-302 132-275
PP 132-298 132-260
S1 132-294 132-245

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

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