ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-015 |
132-130 |
0-115 |
0.3% |
132-285 |
High |
132-135 |
132-300 |
0-165 |
0.4% |
132-295 |
Low |
131-210 |
132-000 |
0-110 |
0.3% |
131-140 |
Close |
132-100 |
132-065 |
-0-035 |
-0.1% |
132-100 |
Range |
0-245 |
0-300 |
0-055 |
22.4% |
1-155 |
ATR |
0-166 |
0-175 |
0-010 |
5.8% |
0-000 |
Volume |
2,209,845 |
1,942,226 |
-267,619 |
-12.1% |
9,305,041 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-062 |
134-203 |
132-230 |
|
R3 |
134-082 |
133-223 |
132-148 |
|
R2 |
133-102 |
133-102 |
132-120 |
|
R1 |
132-243 |
132-243 |
132-092 |
132-182 |
PP |
132-122 |
132-122 |
132-122 |
132-091 |
S1 |
131-263 |
131-263 |
132-038 |
131-202 |
S2 |
131-142 |
131-142 |
132-010 |
|
S3 |
130-162 |
130-283 |
131-302 |
|
S4 |
129-182 |
129-303 |
131-220 |
|
|
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 |
132-300 |
131-140 |
1-160 |
1.1% |
0-238 |
0.6% |
51% |
True |
False |
2,043,212 |
10 |
133-065 |
131-140 |
1-245 |
1.3% |
0-205 |
0.5% |
43% |
False |
False |
1,806,691 |
20 |
133-065 |
131-140 |
1-245 |
1.3% |
0-160 |
0.4% |
43% |
False |
False |
1,752,201 |
40 |
133-065 |
130-235 |
2-150 |
1.9% |
0-154 |
0.4% |
59% |
False |
False |
907,711 |
60 |
133-065 |
129-250 |
3-135 |
2.6% |
0-154 |
0.4% |
71% |
False |
False |
605,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-295 |
2.618 |
135-125 |
1.618 |
134-145 |
1.000 |
133-280 |
0.618 |
133-165 |
HIGH |
132-300 |
0.618 |
132-185 |
0.500 |
132-150 |
0.382 |
132-115 |
LOW |
132-000 |
0.618 |
131-135 |
1.000 |
131-020 |
1.618 |
130-155 |
2.618 |
129-175 |
4.250 |
128-005 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-150 |
132-063 |
PP |
132-122 |
132-062 |
S1 |
132-093 |
132-060 |
|