ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 28-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
Open |
132-270 |
132-220 |
-0-050 |
-0.1% |
132-170 |
High |
132-300 |
132-310 |
0-010 |
0.0% |
133-020 |
Low |
132-180 |
132-180 |
0-000 |
0.0% |
132-150 |
Close |
132-220 |
132-275 |
0-055 |
0.1% |
132-275 |
Range |
0-120 |
0-130 |
0-010 |
8.3% |
0-190 |
ATR |
0-140 |
0-140 |
-0-001 |
-0.5% |
0-000 |
Volume |
985,340 |
180,702 |
-804,638 |
-81.7% |
10,430,783 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-005 |
133-270 |
133-026 |
|
R3 |
133-195 |
133-140 |
132-311 |
|
R2 |
133-065 |
133-065 |
132-299 |
|
R1 |
133-010 |
133-010 |
132-287 |
133-038 |
PP |
132-255 |
132-255 |
132-255 |
132-269 |
S1 |
132-200 |
132-200 |
132-263 |
132-228 |
S2 |
132-125 |
132-125 |
132-251 |
|
S3 |
131-315 |
132-070 |
132-239 |
|
S4 |
131-185 |
131-260 |
132-204 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-185 |
134-100 |
133-060 |
|
R3 |
133-315 |
133-230 |
133-007 |
|
R2 |
133-125 |
133-125 |
132-310 |
|
R1 |
133-040 |
133-040 |
132-292 |
133-082 |
PP |
132-255 |
132-255 |
132-255 |
132-276 |
S1 |
132-170 |
132-170 |
132-258 |
132-212 |
S2 |
132-065 |
132-065 |
132-240 |
|
S3 |
131-195 |
131-300 |
132-223 |
|
S4 |
131-005 |
131-110 |
132-170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-020 |
132-150 |
0-190 |
0.4% |
0-108 |
0.3% |
66% |
False |
False |
2,086,156 |
10 |
133-020 |
131-300 |
1-040 |
0.8% |
0-119 |
0.3% |
82% |
False |
False |
1,797,746 |
20 |
133-165 |
131-265 |
1-220 |
1.3% |
0-142 |
0.3% |
61% |
False |
False |
1,807,166 |
40 |
133-165 |
130-255 |
2-230 |
2.0% |
0-149 |
0.4% |
76% |
False |
False |
1,630,650 |
60 |
133-165 |
130-255 |
2-230 |
2.0% |
0-163 |
0.4% |
76% |
False |
False |
1,728,919 |
80 |
136-000 |
130-255 |
5-065 |
3.9% |
0-173 |
0.4% |
40% |
False |
False |
1,604,959 |
100 |
136-300 |
130-255 |
6-045 |
4.6% |
0-162 |
0.4% |
34% |
False |
False |
1,285,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-222 |
2.618 |
134-010 |
1.618 |
133-200 |
1.000 |
133-120 |
0.618 |
133-070 |
HIGH |
132-310 |
0.618 |
132-260 |
0.500 |
132-245 |
0.382 |
132-230 |
LOW |
132-180 |
0.618 |
132-100 |
1.000 |
132-050 |
1.618 |
131-290 |
2.618 |
131-160 |
4.250 |
130-268 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
132-265 |
132-270 |
PP |
132-255 |
132-265 |
S1 |
132-245 |
132-260 |
|