ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 28-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-035 |
131-295 |
-0-060 |
-0.1% |
132-130 |
High |
132-085 |
132-105 |
0-020 |
0.0% |
132-300 |
Low |
131-245 |
131-285 |
0-040 |
0.1% |
131-245 |
Close |
131-275 |
132-085 |
0-130 |
0.3% |
131-275 |
Range |
0-160 |
0-140 |
-0-020 |
-12.5% |
1-055 |
ATR |
0-162 |
0-161 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,252,104 |
966,673 |
-285,431 |
-22.8% |
7,105,982 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-152 |
133-098 |
132-162 |
|
R3 |
133-012 |
132-278 |
132-124 |
|
R2 |
132-192 |
132-192 |
132-111 |
|
R1 |
132-138 |
132-138 |
132-098 |
132-165 |
PP |
132-052 |
132-052 |
132-052 |
132-065 |
S1 |
131-318 |
131-318 |
132-072 |
132-025 |
S2 |
131-232 |
131-232 |
132-059 |
|
S3 |
131-092 |
131-178 |
132-046 |
|
S4 |
130-272 |
131-038 |
132-008 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-225 |
134-305 |
132-161 |
|
R3 |
134-170 |
133-250 |
132-058 |
|
R2 |
133-115 |
133-115 |
132-024 |
|
R1 |
132-195 |
132-195 |
131-309 |
132-128 |
PP |
132-060 |
132-060 |
132-060 |
132-026 |
S1 |
131-140 |
131-140 |
131-241 |
131-072 |
S2 |
131-005 |
131-005 |
131-206 |
|
S3 |
129-270 |
130-085 |
131-172 |
|
S4 |
128-215 |
129-030 |
131-069 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-150 |
131-245 |
0-225 |
0.5% |
0-126 |
0.3% |
71% |
False |
False |
1,226,085 |
10 |
132-300 |
131-140 |
1-160 |
1.1% |
0-182 |
0.4% |
55% |
False |
False |
1,634,649 |
20 |
133-065 |
131-140 |
1-245 |
1.3% |
0-164 |
0.4% |
47% |
False |
False |
1,528,415 |
40 |
133-065 |
130-315 |
2-070 |
1.7% |
0-152 |
0.4% |
58% |
False |
False |
1,060,177 |
60 |
133-065 |
129-310 |
3-075 |
2.4% |
0-151 |
0.4% |
71% |
False |
False |
707,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-060 |
2.618 |
133-152 |
1.618 |
133-012 |
1.000 |
132-245 |
0.618 |
132-192 |
HIGH |
132-105 |
0.618 |
132-052 |
0.500 |
132-035 |
0.382 |
132-018 |
LOW |
131-285 |
0.618 |
131-198 |
1.000 |
131-145 |
1.618 |
131-058 |
2.618 |
130-238 |
4.250 |
130-010 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-068 |
132-062 |
PP |
132-052 |
132-038 |
S1 |
132-035 |
132-015 |
|