ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-220 |
132-235 |
0-015 |
0.0% |
132-170 |
High |
132-310 |
132-260 |
-0-050 |
-0.1% |
133-020 |
Low |
132-180 |
132-180 |
0-000 |
0.0% |
132-150 |
Close |
132-275 |
132-235 |
-0-040 |
-0.1% |
132-275 |
Range |
0-130 |
0-080 |
-0-050 |
-38.5% |
0-190 |
ATR |
0-140 |
0-137 |
-0-003 |
-2.3% |
0-000 |
Volume |
180,702 |
47,305 |
-133,397 |
-73.8% |
10,430,783 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-145 |
133-110 |
132-279 |
|
R3 |
133-065 |
133-030 |
132-257 |
|
R2 |
132-305 |
132-305 |
132-250 |
|
R1 |
132-270 |
132-270 |
132-242 |
132-275 |
PP |
132-225 |
132-225 |
132-225 |
132-228 |
S1 |
132-190 |
132-190 |
132-228 |
132-195 |
S2 |
132-145 |
132-145 |
132-220 |
|
S3 |
132-065 |
132-110 |
132-213 |
|
S4 |
131-305 |
132-030 |
132-191 |
|
|
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 |
132-180 |
0-160 |
0.4% |
0-110 |
0.3% |
34% |
False |
True |
1,622,195 |
10 |
133-020 |
131-300 |
1-040 |
0.8% |
0-114 |
0.3% |
71% |
False |
False |
1,683,551 |
20 |
133-165 |
131-270 |
1-215 |
1.3% |
0-136 |
0.3% |
53% |
False |
False |
1,732,515 |
40 |
133-165 |
131-035 |
2-130 |
1.8% |
0-148 |
0.3% |
68% |
False |
False |
1,608,855 |
60 |
133-165 |
130-255 |
2-230 |
2.0% |
0-160 |
0.4% |
71% |
False |
False |
1,685,383 |
80 |
136-000 |
130-255 |
5-065 |
3.9% |
0-173 |
0.4% |
37% |
False |
False |
1,605,332 |
100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-160 |
0.4% |
33% |
False |
False |
1,286,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-280 |
2.618 |
133-149 |
1.618 |
133-069 |
1.000 |
133-020 |
0.618 |
132-309 |
HIGH |
132-260 |
0.618 |
132-229 |
0.500 |
132-220 |
0.382 |
132-211 |
LOW |
132-180 |
0.618 |
132-131 |
1.000 |
132-100 |
1.618 |
132-051 |
2.618 |
131-291 |
4.250 |
131-160 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-230 |
132-245 |
PP |
132-225 |
132-242 |
S1 |
132-220 |
132-238 |
|