ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 132-315 132-270 -0-045 -0.1% 132-135
High 133-020 132-300 -0-040 -0.1% 132-215
Low 132-265 132-180 -0-085 -0.2% 131-300
Close 132-290 132-220 -0-070 -0.2% 132-140
Range 0-075 0-120 0-045 60.0% 0-235
ATR 0-142 0-140 -0-002 -1.1% 0-000
Volume 2,845,547 985,340 -1,860,207 -65.4% 7,546,683
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 133-273 133-207 132-286
R3 133-153 133-087 132-253
R2 133-033 133-033 132-242
R1 132-287 132-287 132-231 132-260
PP 132-233 132-233 132-233 132-220
S1 132-167 132-167 132-209 132-140
S2 132-113 132-113 132-198
S3 131-313 132-047 132-187
S4 131-193 131-247 132-154
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
5 133-020 132-120 0-220 0.5% 0-098 0.2% 45% False False 2,389,087
10 133-020 131-300 1-040 0.8% 0-117 0.3% 67% False False 1,940,557
20 133-165 131-260 1-225 1.3% 0-141 0.3% 51% False False 1,898,287
40 133-165 130-255 2-230 2.0% 0-151 0.4% 70% False False 1,665,829
60 133-165 130-255 2-230 2.0% 0-166 0.4% 70% False False 1,763,782
80 136-000 130-255 5-065 3.9% 0-172 0.4% 36% False False 1,602,846
100 137-065 130-255 6-130 4.8% 0-162 0.4% 30% False False 1,283,808
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-170
2.618 133-294
1.618 133-174
1.000 133-100
0.618 133-054
HIGH 132-300
0.618 132-254
0.500 132-240
0.382 132-226
LOW 132-180
0.618 132-106
1.000 132-060
1.618 131-306
2.618 131-186
4.250 130-310
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 132-240 132-260
PP 132-233 132-247
S1 132-227 132-233

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

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