ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 131-245 131-260 0-015 0.0% 131-205
High 132-015 131-280 -0-055 -0.1% 132-055
Low 131-200 131-195 -0-005 0.0% 131-180
Close 131-300 131-255 -0-045 -0.1% 131-300
Range 0-135 0-085 -0-050 -37.0% 0-195
ATR 0-138 0-136 -0-002 -1.7% 0-000
Volume 1,818,378 1,443,465 -374,913 -20.6% 10,606,155
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 132-178 132-142 131-302
R3 132-093 132-057 131-278
R2 132-008 132-008 131-271
R1 131-292 131-292 131-263 131-268
PP 131-243 131-243 131-243 131-231
S1 131-207 131-207 131-247 131-182
S2 131-158 131-158 131-239
S3 131-073 131-122 131-232
S4 130-308 131-037 131-208
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 133-230 133-140 132-087
R3 133-035 132-265 132-034
R2 132-160 132-160 132-016
R1 132-070 132-070 131-318 132-115
PP 131-285 131-285 131-285 131-308
S1 131-195 131-195 131-282 131-240
S2 131-090 131-090 131-264
S3 130-215 131-000 131-246
S4 130-020 130-125 131-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-055 131-195 0-180 0.4% 0-113 0.3% 33% False True 2,090,955
10 132-055 131-010 1-045 0.9% 0-115 0.3% 67% False False 1,308,943
20 132-215 130-315 1-220 1.3% 0-135 0.3% 48% False False 663,490
40 132-215 130-095 2-120 1.8% 0-143 0.3% 63% False False 333,232
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-001
2.618 132-183
1.618 132-098
1.000 132-045
0.618 132-013
HIGH 131-280
0.618 131-248
0.500 131-238
0.382 131-227
LOW 131-195
0.618 131-142
1.000 131-110
1.618 131-057
2.618 130-292
4.250 130-154
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 131-249 131-268
PP 131-243 131-263
S1 131-238 131-259

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

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