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 |
|
|
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 |
|