ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
133-245 |
133-150 |
-0-095 |
-0.2% |
133-030 |
High |
133-255 |
133-190 |
-0-065 |
-0.2% |
134-020 |
Low |
133-120 |
133-120 |
0-000 |
0.0% |
132-305 |
Close |
133-135 |
133-140 |
0-005 |
0.0% |
133-225 |
Range |
0-135 |
0-070 |
-0-065 |
-48.1% |
1-035 |
ATR |
0-140 |
0-135 |
-0-005 |
-3.6% |
0-000 |
Volume |
8,431 |
3,563 |
-4,868 |
-57.7% |
62,930 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-040 |
134-000 |
133-178 |
|
R3 |
133-290 |
133-250 |
133-159 |
|
R2 |
133-220 |
133-220 |
133-153 |
|
R1 |
133-180 |
133-180 |
133-146 |
133-165 |
PP |
133-150 |
133-150 |
133-150 |
133-142 |
S1 |
133-110 |
133-110 |
133-134 |
133-095 |
S2 |
133-080 |
133-080 |
133-127 |
|
S3 |
133-010 |
133-040 |
133-121 |
|
S4 |
132-260 |
132-290 |
133-102 |
|
|
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 |
133-075 |
0-265 |
0.6% |
0-147 |
0.3% |
25% |
False |
False |
11,818 |
10 |
134-020 |
132-160 |
1-180 |
1.2% |
0-132 |
0.3% |
60% |
False |
False |
11,842 |
20 |
134-020 |
131-300 |
2-040 |
1.6% |
0-122 |
0.3% |
71% |
False |
False |
847,696 |
40 |
134-020 |
131-185 |
2-155 |
1.9% |
0-138 |
0.3% |
75% |
False |
False |
1,243,306 |
60 |
134-020 |
130-255 |
3-085 |
2.4% |
0-149 |
0.3% |
81% |
False |
False |
1,346,186 |
80 |
134-200 |
130-255 |
3-265 |
2.9% |
0-172 |
0.4% |
69% |
False |
False |
1,589,336 |
100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-162 |
0.4% |
45% |
False |
False |
1,287,010 |
120 |
137-085 |
130-255 |
6-150 |
4.8% |
0-153 |
0.4% |
41% |
False |
False |
1,072,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-168 |
2.618 |
134-053 |
1.618 |
133-303 |
1.000 |
133-260 |
0.618 |
133-233 |
HIGH |
133-190 |
0.618 |
133-163 |
0.500 |
133-155 |
0.382 |
133-147 |
LOW |
133-120 |
0.618 |
133-077 |
1.000 |
133-050 |
1.618 |
133-007 |
2.618 |
132-257 |
4.250 |
132-142 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
133-155 |
133-230 |
PP |
133-150 |
133-200 |
S1 |
133-145 |
133-170 |
|