ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 132-100 132-120 0-020 0.0% 131-295
High 132-150 132-255 0-105 0.2% 132-255
Low 132-060 132-075 0-015 0.0% 131-285
Close 132-085 132-215 0-130 0.3% 132-215
Range 0-090 0-180 0-090 100.0% 0-290
ATR 0-150 0-152 0-002 1.4% 0-000
Volume 1,124,574 1,303,525 178,951 15.9% 6,152,441
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 134-082 134-008 132-314
R3 133-222 133-148 132-264
R2 133-042 133-042 132-248
R1 132-288 132-288 132-232 133-005
PP 132-182 132-182 132-182 132-200
S1 132-108 132-108 132-198 132-145
S2 132-002 132-002 132-182
S3 131-142 131-248 132-166
S4 130-282 131-068 132-116
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 135-055 134-265 133-054
R3 134-085 133-295 132-295
R2 133-115 133-115 132-268
R1 133-005 133-005 132-242 133-060
PP 132-145 132-145 132-145 132-172
S1 132-035 132-035 132-188 132-090
S2 131-175 131-175 132-162
S3 130-205 131-065 132-135
S4 129-235 130-095 132-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-255 131-285 0-290 0.7% 0-124 0.3% 86% True False 1,230,488
10 132-300 131-245 1-055 0.9% 0-141 0.3% 77% False False 1,325,842
20 133-065 131-140 1-245 1.3% 0-161 0.4% 70% False False 1,511,377
40 133-065 130-315 2-070 1.7% 0-149 0.4% 76% False False 1,188,721
60 133-065 130-170 2-215 2.0% 0-150 0.4% 80% False False 793,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135-060
2.618 134-086
1.618 133-226
1.000 133-115
0.618 133-046
HIGH 132-255
0.618 132-186
0.500 132-165
0.382 132-144
LOW 132-075
0.618 131-284
1.000 131-215
1.618 131-104
2.618 130-244
4.250 129-270
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 132-198 132-196
PP 132-182 132-177
S1 132-165 132-158

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

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