ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 131-200 132-015 0-135 0.3% 132-285
High 132-050 132-135 0-085 0.2% 132-295
Low 131-140 131-210 0-070 0.2% 131-140
Close 132-005 132-100 0-095 0.2% 132-100
Range 0-230 0-245 0-015 6.5% 1-155
ATR 0-160 0-166 0-006 3.8% 0-000
Volume 2,649,597 2,209,845 -439,752 -16.6% 9,305,041
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 134-137 134-043 132-235
R3 133-212 133-118 132-167
R2 132-287 132-287 132-145
R1 132-193 132-193 132-122 132-240
PP 132-042 132-042 132-042 132-065
S1 131-268 131-268 132-078 131-315
S2 131-117 131-117 132-055
S3 130-192 131-023 132-033
S4 129-267 130-098 131-285
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 136-217 135-313 133-041
R3 135-062 134-158 132-231
R2 133-227 133-227 132-187
R1 133-003 133-003 132-144 132-198
PP 132-072 132-072 132-072 132-009
S1 131-168 131-168 132-056 131-042
S2 130-237 130-237 132-013
S3 129-082 130-013 131-289
S4 127-247 128-178 131-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-295 131-140 1-155 1.1% 0-206 0.5% 59% False False 1,861,008
10 133-065 131-140 1-245 1.3% 0-182 0.4% 50% False False 1,696,912
20 133-065 131-140 1-245 1.3% 0-149 0.4% 50% False False 1,684,690
40 133-065 130-235 2-150 1.9% 0-150 0.4% 64% False False 859,182
60 133-065 129-250 3-135 2.6% 0-150 0.4% 74% False False 573,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-216
2.618 134-136
1.618 133-211
1.000 133-060
0.618 132-286
HIGH 132-135
0.618 132-041
0.500 132-012
0.382 131-304
LOW 131-210
0.618 131-059
1.000 130-285
1.618 130-134
2.618 129-209
4.250 128-129
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 132-071 132-071
PP 132-042 132-042
S1 132-012 132-012

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

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