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
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 0-055
Widest range in 3 trading days
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

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

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