ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 132-035 132-125 0-090 0.2% 131-260
High 132-180 132-290 0-110 0.3% 132-075
Low 132-030 132-115 0-085 0.2% 131-180
Close 132-145 132-245 0-100 0.2% 132-065
Range 0-150 0-175 0-025 16.7% 0-215
ATR 0-135 0-137 0-003 2.1% 0-000
Volume 1,357,775 1,803,146 445,371 32.8% 5,526,530
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 134-102 134-028 133-021
R3 133-247 133-173 132-293
R2 133-072 133-072 132-277
R1 132-318 132-318 132-261 133-035
PP 132-217 132-217 132-217 132-235
S1 132-143 132-143 132-229 132-180
S2 132-042 132-042 132-213
S3 131-187 131-288 132-197
S4 131-012 131-113 132-149
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
5 132-290 131-180 1-110 1.0% 0-148 0.3% 90% True False 1,427,696
10 132-290 131-180 1-110 1.0% 0-126 0.3% 90% True False 1,533,280
20 132-290 130-315 1-295 1.4% 0-129 0.3% 93% True False 1,064,476
40 132-290 130-235 2-055 1.6% 0-141 0.3% 94% True False 535,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-074
2.618 134-108
1.618 133-253
1.000 133-145
0.618 133-078
HIGH 132-290
0.618 132-223
0.500 132-202
0.382 132-182
LOW 132-115
0.618 132-007
1.000 131-260
1.618 131-152
2.618 130-297
4.250 130-011
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 132-231 132-212
PP 132-217 132-180
S1 132-202 132-148

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

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