ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 29-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
131-295 |
132-080 |
0-105 |
0.2% |
132-130 |
High |
132-105 |
132-095 |
-0-010 |
0.0% |
132-300 |
Low |
131-285 |
132-005 |
0-040 |
0.1% |
131-245 |
Close |
132-085 |
132-085 |
0-000 |
0.0% |
131-275 |
Range |
0-140 |
0-090 |
-0-050 |
-35.7% |
1-055 |
ATR |
0-161 |
0-156 |
-0-005 |
-3.2% |
0-000 |
Volume |
966,673 |
1,042,488 |
75,815 |
7.8% |
7,105,982 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-012 |
132-298 |
132-134 |
|
R3 |
132-242 |
132-208 |
132-110 |
|
R2 |
132-152 |
132-152 |
132-102 |
|
R1 |
132-118 |
132-118 |
132-093 |
132-135 |
PP |
132-062 |
132-062 |
132-062 |
132-070 |
S1 |
132-028 |
132-028 |
132-077 |
132-045 |
S2 |
131-292 |
131-292 |
132-068 |
|
S3 |
131-202 |
131-258 |
132-060 |
|
S4 |
131-112 |
131-168 |
132-036 |
|
|
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% |
0-117 |
0.3% |
71% |
False |
False |
1,157,741 |
10 |
132-300 |
131-140 |
1-160 |
1.1% |
0-184 |
0.4% |
55% |
False |
False |
1,612,015 |
20 |
133-065 |
131-140 |
1-245 |
1.3% |
0-164 |
0.4% |
47% |
False |
False |
1,508,366 |
40 |
133-065 |
130-315 |
2-070 |
1.7% |
0-150 |
0.4% |
58% |
False |
False |
1,085,928 |
60 |
133-065 |
130-095 |
2-290 |
2.2% |
0-150 |
0.4% |
68% |
False |
False |
724,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-158 |
2.618 |
133-011 |
1.618 |
132-241 |
1.000 |
132-185 |
0.618 |
132-151 |
HIGH |
132-095 |
0.618 |
132-061 |
0.500 |
132-050 |
0.382 |
132-039 |
LOW |
132-005 |
0.618 |
131-269 |
1.000 |
131-235 |
1.618 |
131-179 |
2.618 |
131-089 |
4.250 |
130-262 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-073 |
132-062 |
PP |
132-062 |
132-038 |
S1 |
132-050 |
132-015 |
|