ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 23-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-055 |
132-125 |
0-070 |
0.2% |
132-285 |
High |
132-140 |
132-150 |
0-010 |
0.0% |
132-295 |
Low |
132-005 |
132-035 |
0-030 |
0.1% |
131-140 |
Close |
132-115 |
132-060 |
-0-055 |
-0.1% |
132-100 |
Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
1-155 |
ATR |
0-173 |
0-168 |
-0-004 |
-2.4% |
0-000 |
Volume |
1,384,211 |
1,303,395 |
-80,816 |
-5.8% |
9,305,041 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-107 |
133-038 |
132-123 |
|
R3 |
132-312 |
132-243 |
132-092 |
|
R2 |
132-197 |
132-197 |
132-081 |
|
R1 |
132-128 |
132-128 |
132-071 |
132-105 |
PP |
132-082 |
132-082 |
132-082 |
132-070 |
S1 |
132-013 |
132-013 |
132-049 |
131-310 |
S2 |
131-287 |
131-287 |
132-039 |
|
S3 |
131-172 |
131-218 |
132-028 |
|
S4 |
131-057 |
131-103 |
131-317 |
|
|
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% |
0-205 |
0.5% |
50% |
False |
False |
1,897,854 |
10 |
133-065 |
131-140 |
1-245 |
1.3% |
0-198 |
0.5% |
42% |
False |
False |
1,759,359 |
20 |
133-065 |
131-140 |
1-245 |
1.3% |
0-162 |
0.4% |
42% |
False |
False |
1,646,320 |
40 |
133-065 |
130-235 |
2-150 |
1.9% |
0-154 |
0.4% |
59% |
False |
False |
974,668 |
60 |
133-065 |
129-250 |
3-135 |
2.6% |
0-153 |
0.4% |
70% |
False |
False |
650,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-319 |
2.618 |
133-131 |
1.618 |
133-016 |
1.000 |
132-265 |
0.618 |
132-221 |
HIGH |
132-150 |
0.618 |
132-106 |
0.500 |
132-092 |
0.382 |
132-079 |
LOW |
132-035 |
0.618 |
131-284 |
1.000 |
131-240 |
1.618 |
131-169 |
2.618 |
131-054 |
4.250 |
130-186 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-092 |
132-150 |
PP |
132-082 |
132-120 |
S1 |
132-071 |
132-090 |
|