ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-175 |
132-180 |
0-005 |
0.0% |
132-065 |
High |
132-210 |
132-205 |
-0-005 |
0.0% |
133-065 |
Low |
132-145 |
131-175 |
-0-290 |
-0.7% |
132-005 |
Close |
132-170 |
131-240 |
-0-250 |
-0.6% |
132-270 |
Range |
0-065 |
1-030 |
0-285 |
438.5% |
1-060 |
ATR |
0-139 |
0-154 |
0-015 |
10.8% |
0-000 |
Volume |
1,268,828 |
2,145,566 |
876,738 |
69.1% |
7,664,080 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-083 |
134-192 |
132-112 |
|
R3 |
134-053 |
133-162 |
132-016 |
|
R2 |
133-023 |
133-023 |
131-304 |
|
R1 |
132-132 |
132-132 |
131-272 |
132-062 |
PP |
131-313 |
131-313 |
131-313 |
131-279 |
S1 |
131-102 |
131-102 |
131-208 |
131-032 |
S2 |
130-283 |
130-283 |
131-176 |
|
S3 |
129-253 |
130-072 |
131-144 |
|
S4 |
128-223 |
129-042 |
131-048 |
|
|
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 |
131-175 |
1-210 |
1.3% |
0-190 |
0.5% |
12% |
False |
True |
1,620,864 |
10 |
133-065 |
131-175 |
1-210 |
1.3% |
0-169 |
0.4% |
12% |
False |
True |
1,524,280 |
20 |
133-065 |
131-010 |
2-055 |
1.6% |
0-143 |
0.3% |
33% |
False |
False |
1,459,688 |
40 |
133-065 |
130-235 |
2-150 |
1.9% |
0-143 |
0.3% |
41% |
False |
False |
737,826 |
60 |
133-065 |
129-250 |
3-135 |
2.6% |
0-146 |
0.3% |
58% |
False |
False |
492,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-092 |
2.618 |
135-161 |
1.618 |
134-131 |
1.000 |
133-235 |
0.618 |
133-101 |
HIGH |
132-205 |
0.618 |
132-071 |
0.500 |
132-030 |
0.382 |
131-309 |
LOW |
131-175 |
0.618 |
130-279 |
1.000 |
130-145 |
1.618 |
129-249 |
2.618 |
128-219 |
4.250 |
126-288 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-030 |
132-075 |
PP |
131-313 |
132-023 |
S1 |
131-277 |
131-292 |
|