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 |
|
|
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 |
|