ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 132-090 132-100 0-010 0.0% 132-130
High 132-180 132-150 -0-030 -0.1% 132-300
Low 132-060 132-060 0-000 0.0% 131-245
Close 132-160 132-085 -0-075 -0.2% 131-275
Range 0-120 0-090 -0-030 -25.0% 1-055
ATR 0-153 0-150 -0-004 -2.5% 0-000
Volume 1,715,181 1,124,574 -590,607 -34.4% 7,105,982
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 133-048 132-317 132-134
R3 132-278 132-227 132-110
R2 132-188 132-188 132-102
R1 132-137 132-137 132-093 132-118
PP 132-098 132-098 132-098 132-089
S1 132-047 132-047 132-077 132-028
S2 132-008 132-008 132-068
S3 131-238 131-277 132-060
S4 131-148 131-187 132-036
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
5 132-180 131-245 0-255 0.6% 0-120 0.3% 63% False False 1,220,204
10 132-300 131-210 1-090 1.0% 0-148 0.3% 48% False False 1,416,474
20 133-065 131-140 1-245 1.3% 0-163 0.4% 47% False False 1,544,310
40 133-065 130-315 2-070 1.7% 0-146 0.3% 58% False False 1,156,215
60 133-065 130-170 2-215 2.0% 0-149 0.4% 65% False False 772,271
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-212
2.618 133-066
1.618 132-296
1.000 132-240
0.618 132-206
HIGH 132-150
0.618 132-116
0.500 132-105
0.382 132-094
LOW 132-060
0.618 132-004
1.000 131-290
1.618 131-234
2.618 131-144
4.250 130-318
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 132-105 132-092
PP 132-098 132-090
S1 132-092 132-088

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

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