ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	132-130	132-170	0-040	0.1%	133-050
High	132-215	133-005	0-110	0.3%	133-230
Low	132-045	132-125	0-080	0.2%	131-235
Close	132-170	132-195	0-025	0.1%	132-110
Range	0-170	0-200	0-030	17.6%	1-315
ATR	0-207	0-206	0-000	-0.2%	0-000
Volume	2,013,539	2,040,028	26,489	1.3%	11,006,312

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-175	134-065	132-305
R3	133-295	133-185	132-250
R2	133-095	133-095	132-232
R1	132-305	132-305	132-213	133-040
PP	132-215	132-215	132-215	132-242
S1	132-105	132-105	132-177	132-160
S2	132-015	132-015	132-158
S3	131-135	131-225	132-140
S4	130-255	131-025	132-085

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	138-177	137-138	133-139
R3	136-182	135-143	132-285
R2	134-187	134-187	132-226
R1	133-148	133-148	132-168	133-010
PP	132-192	132-192	132-192	132-122
S1	131-153	131-153	132-052	131-015
S2	130-197	130-197	131-314
S3	128-202	129-158	131-255
S4	126-207	127-163	131-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-005	131-235	1-090	1.0%	0-188	0.4%	68%	True	False	2,077,811
10	133-230	131-235	1-315	1.5%	0-221	0.5%	44%	False	False	2,242,808
20	136-000	131-235	4-085	3.2%	0-224	0.5%	21%	False	False	1,747,273
40	136-205	131-235	4-290	3.7%	0-164	0.4%	18%	False	False	880,359

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-215
2.618	134-209
1.618	134-009
1.000	133-205
0.618	133-129
HIGH	133-005
0.618	132-249
0.500	132-225
0.382	132-201
LOW	132-125
0.618	132-001
1.000	131-245
1.618	131-121
2.618	130-241
4.250	129-235

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	132-225	132-175
PP	132-215	132-155
S1	132-205	132-135

Download as Excel Spreadsheet

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

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