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 |
|
|
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 |
|