ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
133-035 |
132-285 |
-0-070 |
-0.2% |
132-065 |
High |
133-065 |
132-295 |
-0-090 |
-0.2% |
133-065 |
Low |
132-250 |
132-155 |
-0-095 |
-0.2% |
132-005 |
Close |
132-270 |
132-165 |
-0-105 |
-0.2% |
132-270 |
Range |
0-135 |
0-140 |
0-005 |
3.7% |
1-060 |
ATR |
0-145 |
0-145 |
0-000 |
-0.3% |
0-000 |
Volume |
1,379,089 |
1,031,205 |
-347,884 |
-25.2% |
7,664,080 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-305 |
133-215 |
132-242 |
|
R3 |
133-165 |
133-075 |
132-204 |
|
R2 |
133-025 |
133-025 |
132-191 |
|
R1 |
132-255 |
132-255 |
132-178 |
132-230 |
PP |
132-205 |
132-205 |
132-205 |
132-192 |
S1 |
132-115 |
132-115 |
132-152 |
132-090 |
S2 |
132-065 |
132-065 |
132-139 |
|
S3 |
131-245 |
131-295 |
132-126 |
|
S4 |
131-105 |
131-155 |
132-088 |
|
|
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 |
132-030 |
1-035 |
0.8% |
0-172 |
0.4% |
38% |
False |
False |
1,570,169 |
10 |
133-065 |
131-180 |
1-205 |
1.2% |
0-145 |
0.3% |
58% |
False |
False |
1,422,181 |
20 |
133-065 |
131-010 |
2-055 |
1.6% |
0-132 |
0.3% |
68% |
False |
False |
1,295,710 |
40 |
133-065 |
130-235 |
2-150 |
1.9% |
0-142 |
0.3% |
72% |
False |
False |
652,523 |
60 |
133-065 |
129-250 |
3-135 |
2.6% |
0-142 |
0.3% |
80% |
False |
False |
435,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-250 |
2.618 |
134-022 |
1.618 |
133-202 |
1.000 |
133-115 |
0.618 |
133-062 |
HIGH |
132-295 |
0.618 |
132-242 |
0.500 |
132-225 |
0.382 |
132-208 |
LOW |
132-155 |
0.618 |
132-068 |
1.000 |
132-015 |
1.618 |
131-248 |
2.618 |
131-108 |
4.250 |
130-200 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-225 |
132-242 |
PP |
132-205 |
132-217 |
S1 |
132-185 |
132-191 |
|