ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 131-240 132-030 0-110 0.3% 131-185
High 132-050 132-055 0-005 0.0% 131-255
Low 131-230 131-305 0-075 0.2% 131-010
Close 132-025 132-010 -0-015 0.0% 131-175
Range 0-140 0-070 -0-070 -50.0% 0-245
ATR 0-144 0-139 -0-005 -3.7% 0-000
Volume 3,210,392 2,354,106 -856,286 -26.7% 1,086,234
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 132-227 132-188 132-048
R3 132-157 132-118 132-029
R2 132-087 132-087 132-023
R1 132-048 132-048 132-016 132-032
PP 132-017 132-017 132-017 132-009
S1 131-298 131-298 132-004 131-282
S2 131-267 131-267 131-317
S3 131-197 131-228 131-311
S4 131-127 131-158 131-292
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 133-242 133-133 131-310
R3 132-317 132-208 131-242
R2 132-072 132-072 131-220
R1 131-283 131-283 131-197 131-215
PP 131-147 131-147 131-147 131-112
S1 131-038 131-038 131-153 130-290
S2 130-222 130-222 131-130
S3 129-297 130-113 131-108
S4 129-052 129-188 131-040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-055 131-050 1-005 0.8% 0-104 0.2% 86% True False 1,593,731
10 132-055 130-315 1-060 0.9% 0-118 0.3% 88% True False 829,046
20 132-215 130-235 1-300 1.5% 0-142 0.3% 67% False False 420,258
40 132-215 129-295 2-240 2.1% 0-147 0.3% 77% False False 210,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-032
2.618 132-238
1.618 132-168
1.000 132-125
0.618 132-098
HIGH 132-055
0.618 132-028
0.500 132-020
0.382 132-012
LOW 131-305
0.618 131-262
1.000 131-235
1.618 131-192
2.618 131-122
4.250 131-008
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 132-020 131-312
PP 132-017 131-295
S1 132-013 131-278

These figures are updated between 7pm and 10pm EST after a trading day.

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