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 |
|
|
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 |
|