ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 131-305 131-195 -0-110 -0.3% 131-260
High 131-315 132-075 0-080 0.2% 132-075
Low 131-180 131-180 0-000 0.0% 131-180
Close 131-190 132-065 0-195 0.5% 132-065
Range 0-135 0-215 0-080 59.3% 0-215
ATR 0-133 0-139 0-006 4.4% 0-000
Volume 1,170,926 1,962,200 791,274 67.6% 5,526,530
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 134-005 133-250 132-183
R3 133-110 133-035 132-124
R2 132-215 132-215 132-104
R1 132-140 132-140 132-085 132-178
PP 132-000 132-000 132-000 132-019
S1 131-245 131-245 132-045 131-282
S2 131-105 131-105 132-026
S3 130-210 131-030 132-006
S4 129-315 130-135 131-267
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 134-005 133-250 132-183
R3 133-110 133-035 132-124
R2 132-215 132-215 132-104
R1 132-140 132-140 132-085 132-178
PP 132-000 132-000 132-000 132-019
S1 131-245 131-245 132-045 131-282
S2 131-105 131-105 132-026
S3 130-210 131-030 132-006
S4 129-315 130-135 131-267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-075 131-180 0-215 0.5% 0-132 0.3% 95% True True 1,468,981
10 132-075 131-160 0-235 0.6% 0-116 0.3% 96% True False 1,672,469
20 132-215 130-315 1-220 1.3% 0-136 0.3% 72% False False 866,066
40 132-215 130-170 2-045 1.6% 0-144 0.3% 78% False False 435,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 135-029
2.618 133-318
1.618 133-103
1.000 132-290
0.618 132-208
HIGH 132-075
0.618 131-313
0.500 131-288
0.382 131-262
LOW 131-180
0.618 131-047
1.000 130-285
1.618 130-152
2.618 129-257
4.250 128-226
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 132-032 132-032
PP 132-000 132-000
S1 131-288 131-288

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

View Archives - Comment on this page... - Back to Index of Symbols