ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
133-095 |
133-215 |
0-120 |
0.3% |
132-235 |
High |
133-250 |
133-315 |
0-065 |
0.2% |
133-045 |
Low |
133-095 |
133-075 |
-0-020 |
0.0% |
132-160 |
Close |
133-205 |
133-255 |
0-050 |
0.1% |
133-040 |
Range |
0-155 |
0-240 |
0-085 |
54.8% |
0-205 |
ATR |
0-133 |
0-141 |
0-008 |
5.7% |
0-000 |
Volume |
20,352 |
9,921 |
-10,431 |
-51.3% |
90,801 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-295 |
135-195 |
134-067 |
|
R3 |
135-055 |
134-275 |
134-001 |
|
R2 |
134-135 |
134-135 |
133-299 |
|
R1 |
134-035 |
134-035 |
133-277 |
134-085 |
PP |
133-215 |
133-215 |
133-215 |
133-240 |
S1 |
133-115 |
133-115 |
133-233 |
133-165 |
S2 |
132-295 |
132-295 |
133-211 |
|
S3 |
132-055 |
132-195 |
133-189 |
|
S4 |
131-135 |
131-275 |
133-123 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-270 |
134-200 |
133-153 |
|
R3 |
134-065 |
133-315 |
133-096 |
|
R2 |
133-180 |
133-180 |
133-078 |
|
R1 |
133-110 |
133-110 |
133-059 |
133-145 |
PP |
132-295 |
132-295 |
132-295 |
132-312 |
S1 |
132-225 |
132-225 |
133-021 |
132-260 |
S2 |
132-090 |
132-090 |
133-002 |
|
S3 |
131-205 |
132-020 |
132-304 |
|
S4 |
131-000 |
131-135 |
132-247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-315 |
132-160 |
1-155 |
1.1% |
0-154 |
0.4% |
87% |
True |
False |
12,557 |
10 |
133-315 |
132-160 |
1-155 |
1.1% |
0-130 |
0.3% |
87% |
True |
False |
130,295 |
20 |
133-315 |
131-270 |
2-045 |
1.6% |
0-125 |
0.3% |
91% |
True |
False |
1,081,246 |
40 |
133-315 |
131-185 |
2-130 |
1.8% |
0-144 |
0.3% |
92% |
True |
False |
1,365,979 |
60 |
133-315 |
130-255 |
3-060 |
2.4% |
0-157 |
0.4% |
94% |
True |
False |
1,472,075 |
80 |
134-305 |
130-255 |
4-050 |
3.1% |
0-173 |
0.4% |
72% |
False |
False |
1,602,950 |
100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-161 |
0.4% |
51% |
False |
False |
1,286,896 |
120 |
137-085 |
130-255 |
6-150 |
4.8% |
0-151 |
0.4% |
46% |
False |
False |
1,072,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-055 |
2.618 |
135-303 |
1.618 |
135-063 |
1.000 |
134-235 |
0.618 |
134-143 |
HIGH |
133-315 |
0.618 |
133-223 |
0.500 |
133-195 |
0.382 |
133-167 |
LOW |
133-075 |
0.618 |
132-247 |
1.000 |
132-155 |
1.618 |
132-007 |
2.618 |
131-087 |
4.250 |
130-015 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
133-235 |
133-226 |
PP |
133-215 |
133-197 |
S1 |
133-195 |
133-168 |
|