ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 132-230 133-035 0-125 0.3% 132-065
High 133-040 133-065 0-025 0.1% 133-065
Low 132-100 132-250 0-150 0.4% 132-005
Close 132-300 132-270 -0-030 -0.1% 132-270
Range 0-260 0-135 -0-125 -48.1% 1-060
ATR 0-146 0-145 -0-001 -0.5% 0-000
Volume 2,279,633 1,379,089 -900,544 -39.5% 7,664,080
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 134-067 133-303 133-024
R3 133-252 133-168 132-307
R2 133-117 133-117 132-295
R1 133-033 133-033 132-282 133-008
PP 132-302 132-302 132-302 132-289
S1 132-218 132-218 132-258 132-192
S2 132-167 132-167 132-245
S3 132-032 132-083 132-233
S4 131-217 131-268 132-196
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 136-080 135-235 133-159
R3 135-020 134-175 133-054
R2 133-280 133-280 133-020
R1 133-115 133-115 132-305 133-198
PP 132-220 132-220 132-220 132-261
S1 132-055 132-055 132-235 132-138
S2 131-160 131-160 132-200
S3 130-100 130-315 132-166
S4 129-040 129-255 132-061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-065 132-005 1-060 0.9% 0-157 0.4% 70% True False 1,532,816
10 133-065 131-180 1-205 1.2% 0-144 0.3% 78% True False 1,500,898
20 133-065 131-010 2-055 1.6% 0-131 0.3% 83% True False 1,245,371
40 133-065 130-235 2-150 1.9% 0-141 0.3% 85% True False 626,769
60 133-065 129-250 3-135 2.6% 0-145 0.3% 89% True False 417,963
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-319
2.618 134-098
1.618 133-283
1.000 133-200
0.618 133-148
HIGH 133-065
0.618 133-013
0.500 132-318
0.382 132-302
LOW 132-250
0.618 132-167
1.000 132-115
1.618 132-032
2.618 131-217
4.250 130-316
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 132-318 132-261
PP 132-302 132-252
S1 132-286 132-242

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

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