ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-180 |
131-200 |
-0-300 |
-0.7% |
132-065 |
High |
132-205 |
132-050 |
-0-155 |
-0.4% |
133-065 |
Low |
131-175 |
131-140 |
-0-035 |
-0.1% |
132-005 |
Close |
131-240 |
132-005 |
0-085 |
0.2% |
132-270 |
Range |
1-030 |
0-230 |
-0-120 |
-34.3% |
1-060 |
ATR |
0-154 |
0-160 |
0-005 |
3.5% |
0-000 |
Volume |
2,145,566 |
2,649,597 |
504,031 |
23.5% |
7,664,080 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-008 |
133-237 |
132-132 |
|
R3 |
133-098 |
133-007 |
132-068 |
|
R2 |
132-188 |
132-188 |
132-047 |
|
R1 |
132-097 |
132-097 |
132-026 |
132-142 |
PP |
131-278 |
131-278 |
131-278 |
131-301 |
S1 |
131-187 |
131-187 |
131-304 |
131-232 |
S2 |
131-048 |
131-048 |
131-283 |
|
S3 |
130-138 |
130-277 |
131-262 |
|
S4 |
129-228 |
130-047 |
131-198 |
|
|
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 |
131-140 |
1-245 |
1.3% |
0-184 |
0.4% |
33% |
False |
True |
1,694,857 |
10 |
133-065 |
131-140 |
1-245 |
1.3% |
0-178 |
0.4% |
33% |
False |
True |
1,672,147 |
20 |
133-065 |
131-050 |
2-015 |
1.6% |
0-144 |
0.3% |
42% |
False |
False |
1,585,063 |
40 |
133-065 |
130-235 |
2-150 |
1.9% |
0-147 |
0.3% |
52% |
False |
False |
804,010 |
60 |
133-065 |
129-250 |
3-135 |
2.6% |
0-148 |
0.3% |
65% |
False |
False |
536,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-068 |
2.618 |
134-012 |
1.618 |
133-102 |
1.000 |
132-280 |
0.618 |
132-192 |
HIGH |
132-050 |
0.618 |
131-282 |
0.500 |
131-255 |
0.382 |
131-228 |
LOW |
131-140 |
0.618 |
130-318 |
1.000 |
130-230 |
1.618 |
130-088 |
2.618 |
129-178 |
4.250 |
128-122 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
131-302 |
132-015 |
PP |
131-278 |
132-012 |
S1 |
131-255 |
132-008 |
|