ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-285 |
132-175 |
-0-110 |
-0.3% |
132-065 |
High |
132-295 |
132-210 |
-0-085 |
-0.2% |
133-065 |
Low |
132-155 |
132-145 |
-0-010 |
0.0% |
132-005 |
Close |
132-165 |
132-170 |
0-005 |
0.0% |
132-270 |
Range |
0-140 |
0-065 |
-0-075 |
-53.6% |
1-060 |
ATR |
0-145 |
0-139 |
-0-006 |
-3.9% |
0-000 |
Volume |
1,031,205 |
1,268,828 |
237,623 |
23.0% |
7,664,080 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-050 |
133-015 |
132-206 |
|
R3 |
132-305 |
132-270 |
132-188 |
|
R2 |
132-240 |
132-240 |
132-182 |
|
R1 |
132-205 |
132-205 |
132-176 |
132-190 |
PP |
132-175 |
132-175 |
132-175 |
132-168 |
S1 |
132-140 |
132-140 |
132-164 |
132-125 |
S2 |
132-110 |
132-110 |
132-158 |
|
S3 |
132-045 |
132-075 |
132-152 |
|
S4 |
131-300 |
132-010 |
132-134 |
|
|
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 |
132-100 |
0-285 |
0.7% |
0-155 |
0.4% |
25% |
False |
False |
1,552,380 |
10 |
133-065 |
131-180 |
1-205 |
1.2% |
0-143 |
0.3% |
59% |
False |
False |
1,404,717 |
20 |
133-065 |
131-010 |
2-055 |
1.6% |
0-129 |
0.3% |
69% |
False |
False |
1,356,830 |
40 |
133-065 |
130-235 |
2-150 |
1.9% |
0-140 |
0.3% |
73% |
False |
False |
684,223 |
60 |
133-065 |
129-250 |
3-135 |
2.6% |
0-141 |
0.3% |
80% |
False |
False |
456,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-166 |
2.618 |
133-060 |
1.618 |
132-315 |
1.000 |
132-275 |
0.618 |
132-250 |
HIGH |
132-210 |
0.618 |
132-185 |
0.500 |
132-178 |
0.382 |
132-170 |
LOW |
132-145 |
0.618 |
132-105 |
1.000 |
132-080 |
1.618 |
132-040 |
2.618 |
131-295 |
4.250 |
131-189 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-178 |
132-265 |
PP |
132-175 |
132-233 |
S1 |
132-172 |
132-202 |
|