ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
133-215 |
133-300 |
0-085 |
0.2% |
133-030 |
High |
133-315 |
134-020 |
0-025 |
0.1% |
134-020 |
Low |
133-075 |
133-205 |
0-130 |
0.3% |
132-305 |
Close |
133-255 |
133-225 |
-0-030 |
-0.1% |
133-225 |
Range |
0-240 |
0-135 |
-0-105 |
-43.8% |
1-035 |
ATR |
0-141 |
0-140 |
0-000 |
-0.3% |
0-000 |
Volume |
9,921 |
16,823 |
6,902 |
69.6% |
62,930 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-022 |
134-258 |
133-299 |
|
R3 |
134-207 |
134-123 |
133-262 |
|
R2 |
134-072 |
134-072 |
133-250 |
|
R1 |
133-308 |
133-308 |
133-237 |
133-282 |
PP |
133-257 |
133-257 |
133-257 |
133-244 |
S1 |
133-173 |
133-173 |
133-213 |
133-148 |
S2 |
133-122 |
133-122 |
133-200 |
|
S3 |
132-307 |
133-038 |
133-188 |
|
S4 |
132-172 |
132-223 |
133-151 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-288 |
136-132 |
134-100 |
|
R3 |
135-253 |
135-097 |
134-003 |
|
R2 |
134-218 |
134-218 |
133-290 |
|
R1 |
134-062 |
134-062 |
133-258 |
134-140 |
PP |
133-183 |
133-183 |
133-183 |
133-222 |
S1 |
133-027 |
133-027 |
133-192 |
133-105 |
S2 |
132-148 |
132-148 |
133-160 |
|
S3 |
131-113 |
131-312 |
133-127 |
|
S4 |
130-078 |
130-277 |
133-030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-020 |
132-305 |
1-035 |
0.8% |
0-140 |
0.3% |
68% |
True |
False |
12,586 |
10 |
134-020 |
132-160 |
1-180 |
1.2% |
0-132 |
0.3% |
77% |
True |
False |
33,443 |
20 |
134-020 |
131-300 |
2-040 |
1.6% |
0-124 |
0.3% |
83% |
True |
False |
987,000 |
40 |
134-020 |
131-185 |
2-155 |
1.9% |
0-140 |
0.3% |
86% |
True |
False |
1,310,491 |
60 |
134-020 |
130-255 |
3-085 |
2.4% |
0-155 |
0.4% |
89% |
True |
False |
1,430,180 |
80 |
134-305 |
130-255 |
4-050 |
3.1% |
0-173 |
0.4% |
70% |
False |
False |
1,601,431 |
100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-161 |
0.4% |
50% |
False |
False |
1,287,040 |
120 |
137-085 |
130-255 |
6-150 |
4.8% |
0-151 |
0.4% |
45% |
False |
False |
1,072,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-274 |
2.618 |
135-053 |
1.618 |
134-238 |
1.000 |
134-155 |
0.618 |
134-103 |
HIGH |
134-020 |
0.618 |
133-288 |
0.500 |
133-272 |
0.382 |
133-257 |
LOW |
133-205 |
0.618 |
133-122 |
1.000 |
133-070 |
1.618 |
132-307 |
2.618 |
132-172 |
4.250 |
131-271 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
133-272 |
133-219 |
PP |
133-257 |
133-213 |
S1 |
133-241 |
133-208 |
|