ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 24-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-125 |
132-050 |
-0-075 |
-0.2% |
132-285 |
High |
132-150 |
132-090 |
-0-060 |
-0.1% |
132-295 |
Low |
132-035 |
132-010 |
-0-025 |
-0.1% |
131-140 |
Close |
132-060 |
132-055 |
-0-005 |
0.0% |
132-100 |
Range |
0-115 |
0-080 |
-0-035 |
-30.4% |
1-155 |
ATR |
0-168 |
0-162 |
-0-006 |
-3.7% |
0-000 |
Volume |
1,303,395 |
1,224,046 |
-79,349 |
-6.1% |
9,305,041 |
|
Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-292 |
132-253 |
132-099 |
|
R3 |
132-212 |
132-173 |
132-077 |
|
R2 |
132-132 |
132-132 |
132-070 |
|
R1 |
132-093 |
132-093 |
132-062 |
132-112 |
PP |
132-052 |
132-052 |
132-052 |
132-061 |
S1 |
132-013 |
132-013 |
132-048 |
132-032 |
S2 |
131-292 |
131-292 |
132-040 |
|
S3 |
131-212 |
131-253 |
132-033 |
|
S4 |
131-132 |
131-173 |
132-011 |
|
|
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 |
131-210 |
1-090 |
1.0% |
0-175 |
0.4% |
40% |
False |
False |
1,612,744 |
10 |
133-065 |
131-140 |
1-245 |
1.3% |
0-180 |
0.4% |
42% |
False |
False |
1,653,800 |
20 |
133-065 |
131-140 |
1-245 |
1.3% |
0-162 |
0.4% |
42% |
False |
False |
1,589,817 |
40 |
133-065 |
130-235 |
2-150 |
1.9% |
0-152 |
0.4% |
58% |
False |
False |
1,005,037 |
60 |
133-065 |
129-295 |
3-090 |
2.5% |
0-152 |
0.4% |
69% |
False |
False |
670,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-110 |
2.618 |
132-299 |
1.618 |
132-219 |
1.000 |
132-170 |
0.618 |
132-139 |
HIGH |
132-090 |
0.618 |
132-059 |
0.500 |
132-050 |
0.382 |
132-041 |
LOW |
132-010 |
0.618 |
131-281 |
1.000 |
131-250 |
1.618 |
131-201 |
2.618 |
131-121 |
4.250 |
130-310 |
|
|
Fisher Pivots for day following 24-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-053 |
132-078 |
PP |
132-052 |
132-070 |
S1 |
132-050 |
132-062 |
|