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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-061
Narrowest range in 6 trading days
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

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

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