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 |
|
|
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 |
|