ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-270 |
133-115 |
0-165 |
0.4% |
133-245 |
High |
133-100 |
133-225 |
0-125 |
0.3% |
133-255 |
Low |
132-190 |
132-195 |
0-005 |
0.0% |
132-130 |
Close |
133-050 |
133-020 |
-0-030 |
-0.1% |
133-050 |
Range |
0-230 |
1-030 |
0-120 |
52.2% |
1-125 |
ATR |
0-158 |
0-172 |
0-014 |
8.6% |
0-000 |
Volume |
3,522 |
7,999 |
4,477 |
127.1% |
29,249 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-130 |
135-265 |
133-212 |
|
R3 |
135-100 |
134-235 |
133-116 |
|
R2 |
134-070 |
134-070 |
133-084 |
|
R1 |
133-205 |
133-205 |
133-052 |
133-122 |
PP |
133-040 |
133-040 |
133-040 |
132-319 |
S1 |
132-175 |
132-175 |
132-308 |
132-092 |
S2 |
132-010 |
132-010 |
132-276 |
|
S3 |
130-300 |
131-145 |
132-244 |
|
S4 |
129-270 |
130-115 |
132-148 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-093 |
136-197 |
133-295 |
|
R3 |
135-288 |
135-072 |
133-172 |
|
R2 |
134-163 |
134-163 |
133-132 |
|
R1 |
133-267 |
133-267 |
133-091 |
133-152 |
PP |
133-038 |
133-038 |
133-038 |
132-301 |
S1 |
132-142 |
132-142 |
133-009 |
132-028 |
S2 |
131-233 |
131-233 |
132-288 |
|
S3 |
130-108 |
131-017 |
132-248 |
|
S4 |
128-303 |
129-212 |
132-125 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-225 |
132-130 |
1-095 |
1.0% |
0-237 |
0.6% |
51% |
True |
False |
5,763 |
10 |
134-020 |
132-130 |
1-210 |
1.2% |
0-198 |
0.5% |
40% |
False |
False |
9,558 |
20 |
134-020 |
132-130 |
1-210 |
1.2% |
0-152 |
0.4% |
40% |
False |
False |
531,088 |
40 |
134-020 |
131-185 |
2-155 |
1.9% |
0-152 |
0.4% |
60% |
False |
False |
1,111,191 |
60 |
134-020 |
130-255 |
3-085 |
2.5% |
0-156 |
0.4% |
69% |
False |
False |
1,236,453 |
80 |
134-020 |
130-255 |
3-085 |
2.5% |
0-169 |
0.4% |
69% |
False |
False |
1,449,564 |
100 |
136-185 |
130-255 |
5-250 |
4.3% |
0-169 |
0.4% |
39% |
False |
False |
1,286,747 |
120 |
137-085 |
130-255 |
6-150 |
4.9% |
0-160 |
0.4% |
35% |
False |
False |
1,072,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-112 |
2.618 |
136-181 |
1.618 |
135-151 |
1.000 |
134-255 |
0.618 |
134-121 |
HIGH |
133-225 |
0.618 |
133-091 |
0.500 |
133-050 |
0.382 |
133-009 |
LOW |
132-195 |
0.618 |
131-299 |
1.000 |
131-165 |
1.618 |
130-269 |
2.618 |
129-239 |
4.250 |
127-308 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
133-050 |
133-019 |
PP |
133-040 |
133-018 |
S1 |
133-030 |
133-018 |
|