ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 132-130 132-055 -0-075 -0.2% 132-285
High 132-300 132-140 -0-160 -0.4% 132-295
Low 132-000 132-005 0-005 0.0% 131-140
Close 132-065 132-115 0-050 0.1% 132-100
Range 0-300 0-135 -0-165 -55.0% 1-155
ATR 0-175 0-173 -0-003 -1.6% 0-000
Volume 1,942,226 1,384,211 -558,015 -28.7% 9,305,041
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 133-172 133-118 132-189
R3 133-037 132-303 132-152
R2 132-222 132-222 132-140
R1 132-168 132-168 132-127 132-195
PP 132-087 132-087 132-087 132-100
S1 132-033 132-033 132-103 132-060
S2 131-272 131-272 132-090
S3 131-137 131-218 132-078
S4 131-002 131-083 132-041
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% 0-252 0.6% 61% False False 2,066,289
10 133-065 131-140 1-245 1.3% 0-204 0.5% 52% False False 1,809,334
20 133-065 131-140 1-245 1.3% 0-163 0.4% 52% False False 1,741,670
40 133-065 130-235 2-150 1.9% 0-154 0.4% 66% False False 942,210
60 133-065 129-250 3-135 2.6% 0-154 0.4% 75% False False 628,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-074
2.618 133-173
1.618 133-038
1.000 132-275
0.618 132-223
HIGH 132-140
0.618 132-088
0.500 132-072
0.382 132-057
LOW 132-005
0.618 131-242
1.000 131-190
1.618 131-107
2.618 130-292
4.250 130-071
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 132-101 132-108
PP 132-087 132-102
S1 132-072 132-095

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

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