ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 06-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
132-120 |
132-240 |
0-120 |
0.3% |
131-295 |
High |
132-255 |
133-125 |
0-190 |
0.4% |
132-255 |
Low |
132-075 |
132-185 |
0-110 |
0.3% |
131-285 |
Close |
132-215 |
133-070 |
0-175 |
0.4% |
132-215 |
Range |
0-180 |
0-260 |
0-080 |
44.4% |
0-290 |
ATR |
0-152 |
0-160 |
0-008 |
5.1% |
0-000 |
Volume |
1,303,525 |
1,946,423 |
642,898 |
49.3% |
6,152,441 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-160 |
135-055 |
133-213 |
|
R3 |
134-220 |
134-115 |
133-142 |
|
R2 |
133-280 |
133-280 |
133-118 |
|
R1 |
133-175 |
133-175 |
133-094 |
133-228 |
PP |
133-020 |
133-020 |
133-020 |
133-046 |
S1 |
132-235 |
132-235 |
133-046 |
132-288 |
S2 |
132-080 |
132-080 |
133-022 |
|
S3 |
131-140 |
131-295 |
132-318 |
|
S4 |
130-200 |
131-035 |
132-247 |
|
|
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 |
133-125 |
132-005 |
1-120 |
1.0% |
0-148 |
0.3% |
88% |
True |
False |
1,426,438 |
10 |
133-125 |
131-245 |
1-200 |
1.2% |
0-137 |
0.3% |
89% |
True |
False |
1,326,262 |
20 |
133-125 |
131-140 |
1-305 |
1.5% |
0-171 |
0.4% |
91% |
True |
False |
1,566,476 |
40 |
133-125 |
130-315 |
2-130 |
1.8% |
0-148 |
0.3% |
93% |
True |
False |
1,236,968 |
60 |
133-125 |
130-170 |
2-275 |
2.1% |
0-151 |
0.4% |
94% |
True |
False |
826,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-270 |
2.618 |
135-166 |
1.618 |
134-226 |
1.000 |
134-065 |
0.618 |
133-286 |
HIGH |
133-125 |
0.618 |
133-026 |
0.500 |
132-315 |
0.382 |
132-284 |
LOW |
132-185 |
0.618 |
132-024 |
1.000 |
131-245 |
1.618 |
131-084 |
2.618 |
130-144 |
4.250 |
129-040 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-045 |
133-024 |
PP |
133-020 |
132-298 |
S1 |
132-315 |
132-252 |
|