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 |
|
|
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 |
|