ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 131-195 132-065 0-190 0.5% 131-260
High 132-075 132-070 -0-005 0.0% 132-075
Low 131-180 132-005 0-145 0.3% 131-180
Close 132-065 132-035 -0-030 -0.1% 132-065
Range 0-215 0-065 -0-150 -69.8% 0-215
ATR 0-139 0-133 -0-005 -3.8% 0-000
Volume 1,962,200 844,437 -1,117,763 -57.0% 5,526,530
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 132-232 132-198 132-071
R3 132-167 132-133 132-053
R2 132-102 132-102 132-047
R1 132-068 132-068 132-041 132-052
PP 132-037 132-037 132-037 132-029
S1 132-003 132-003 132-029 131-308
S2 131-292 131-292 132-023
S3 131-227 131-258 132-017
S4 131-162 131-193 131-319
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% 0-118 0.3% 81% False False 1,274,193
10 132-075 131-180 0-215 0.5% 0-114 0.3% 81% False False 1,697,712
20 132-075 130-315 1-080 0.9% 0-124 0.3% 90% False False 907,459
40 132-215 130-170 2-045 1.6% 0-142 0.3% 74% False False 456,413
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 133-026
2.618 132-240
1.618 132-175
1.000 132-135
0.618 132-110
HIGH 132-070
0.618 132-045
0.500 132-038
0.382 132-030
LOW 132-005
0.618 131-285
1.000 131-260
1.618 131-220
2.618 131-155
4.250 131-049
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 132-038 132-012
PP 132-037 131-310
S1 132-036 131-288

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

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