ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 30-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
132-080 |
132-090 |
0-010 |
0.0% |
132-130 |
High |
132-095 |
132-180 |
0-085 |
0.2% |
132-300 |
Low |
132-005 |
132-060 |
0-055 |
0.1% |
131-245 |
Close |
132-085 |
132-160 |
0-075 |
0.2% |
131-275 |
Range |
0-090 |
0-120 |
0-030 |
33.3% |
1-055 |
ATR |
0-156 |
0-153 |
-0-003 |
-1.6% |
0-000 |
Volume |
1,042,488 |
1,715,181 |
672,693 |
64.5% |
7,105,982 |
|
Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-173 |
133-127 |
132-226 |
|
R3 |
133-053 |
133-007 |
132-193 |
|
R2 |
132-253 |
132-253 |
132-182 |
|
R1 |
132-207 |
132-207 |
132-171 |
132-230 |
PP |
132-133 |
132-133 |
132-133 |
132-145 |
S1 |
132-087 |
132-087 |
132-149 |
132-110 |
S2 |
132-013 |
132-013 |
132-138 |
|
S3 |
131-213 |
131-287 |
132-127 |
|
S4 |
131-093 |
131-167 |
132-094 |
|
|
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 |
132-180 |
131-245 |
0-255 |
0.6% |
0-118 |
0.3% |
92% |
True |
False |
1,240,098 |
10 |
132-300 |
131-140 |
1-160 |
1.1% |
0-162 |
0.4% |
71% |
False |
False |
1,568,976 |
20 |
133-065 |
131-140 |
1-245 |
1.3% |
0-165 |
0.4% |
60% |
False |
False |
1,546,628 |
40 |
133-065 |
130-315 |
2-070 |
1.7% |
0-148 |
0.3% |
68% |
False |
False |
1,128,243 |
60 |
133-065 |
130-170 |
2-215 |
2.0% |
0-149 |
0.4% |
74% |
False |
False |
753,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-050 |
2.618 |
133-174 |
1.618 |
133-054 |
1.000 |
132-300 |
0.618 |
132-254 |
HIGH |
132-180 |
0.618 |
132-134 |
0.500 |
132-120 |
0.382 |
132-106 |
LOW |
132-060 |
0.618 |
131-306 |
1.000 |
131-260 |
1.618 |
131-186 |
2.618 |
131-066 |
4.250 |
130-190 |
|
|
Fisher Pivots for day following 30-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
132-147 |
132-131 |
PP |
132-133 |
132-102 |
S1 |
132-120 |
132-072 |
|