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
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 6 trading days
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

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

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