ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 02-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-235 |
132-230 |
-0-005 |
0.0% |
132-170 |
High |
132-260 |
132-295 |
0-035 |
0.1% |
133-020 |
Low |
132-180 |
132-215 |
0-035 |
0.1% |
132-150 |
Close |
132-235 |
132-275 |
0-040 |
0.1% |
132-275 |
Range |
0-080 |
0-080 |
0-000 |
0.0% |
0-190 |
ATR |
0-137 |
0-133 |
-0-004 |
-3.0% |
0-000 |
Volume |
47,305 |
13,754 |
-33,551 |
-70.9% |
10,430,783 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-182 |
133-148 |
132-319 |
|
R3 |
133-102 |
133-068 |
132-297 |
|
R2 |
133-022 |
133-022 |
132-290 |
|
R1 |
132-308 |
132-308 |
132-282 |
133-005 |
PP |
132-262 |
132-262 |
132-262 |
132-270 |
S1 |
132-228 |
132-228 |
132-268 |
132-245 |
S2 |
132-182 |
132-182 |
132-260 |
|
S3 |
132-102 |
132-148 |
132-253 |
|
S4 |
132-022 |
132-068 |
132-231 |
|
|
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% |
0-097 |
0.2% |
59% |
False |
False |
814,529 |
10 |
133-020 |
131-300 |
1-040 |
0.8% |
0-114 |
0.3% |
82% |
False |
False |
1,585,105 |
20 |
133-165 |
131-270 |
1-215 |
1.3% |
0-130 |
0.3% |
61% |
False |
False |
1,633,742 |
40 |
133-165 |
131-120 |
2-045 |
1.6% |
0-145 |
0.3% |
69% |
False |
False |
1,574,550 |
60 |
133-165 |
130-255 |
2-230 |
2.0% |
0-159 |
0.4% |
76% |
False |
False |
1,656,865 |
80 |
136-000 |
130-255 |
5-065 |
3.9% |
0-172 |
0.4% |
40% |
False |
False |
1,605,189 |
100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-160 |
0.4% |
35% |
False |
False |
1,286,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-315 |
2.618 |
133-184 |
1.618 |
133-104 |
1.000 |
133-055 |
0.618 |
133-024 |
HIGH |
132-295 |
0.618 |
132-264 |
0.500 |
132-255 |
0.382 |
132-246 |
LOW |
132-215 |
0.618 |
132-166 |
1.000 |
132-135 |
1.618 |
132-086 |
2.618 |
132-006 |
4.250 |
131-195 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-268 |
132-265 |
PP |
132-262 |
132-255 |
S1 |
132-255 |
132-245 |
|