ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 24-May-2021

Day Change Summary
	Previous	Current
	21-May-2021	24-May-2021	Change	Change %	Previous Week
Open	132-160	132-170	0-010	0.0%	132-135
High	132-200	132-220	0-020	0.0%	132-215
Low	132-120	132-150	0-030	0.1%	131-300
Close	132-140	132-200	0-060	0.1%	132-140
Range	0-080	0-070	-0-010	-12.5%	0-235
ATR	0-153	0-147	-0-005	-3.4%	0-000
Volume	1,695,356	2,367,110	671,754	39.6%	7,546,683

Daily Pivots for day following 24-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-080	133-050	132-238
R3	133-010	132-300	132-219
R2	132-260	132-260	132-213
R1	132-230	132-230	132-206	132-245
PP	132-190	132-190	132-190	132-198
S1	132-160	132-160	132-194	132-175
S2	132-120	132-120	132-187
S3	132-050	132-090	132-181
S4	131-300	132-020	132-162

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-177	134-073	132-269
R3	133-262	133-158	132-205
R2	133-027	133-027	132-183
R1	132-243	132-243	132-162	132-295
PP	132-112	132-112	132-112	132-138
S1	132-008	132-008	132-118	132-060
S2	131-197	131-197	132-097
S3	130-282	131-093	132-075
S4	130-047	130-178	132-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-220	131-300	0-240	0.6%	0-117	0.3%	92%	True	False	1,744,908
10	132-235	131-270	0-285	0.7%	0-131	0.3%	88%	False	False	1,748,764
20	133-165	131-185	1-300	1.5%	0-148	0.3%	54%	False	False	1,742,061
40	133-165	130-255	2-230	2.0%	0-156	0.4%	67%	False	False	1,611,150
60	133-230	130-255	2-295	2.2%	0-170	0.4%	63%	False	False	1,733,639
80	136-100	130-255	5-165	4.2%	0-172	0.4%	33%	False	False	1,505,012
100	137-085	130-255	6-150	4.9%	0-162	0.4%	28%	False	False	1,204,979

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-198
2.618	133-083
1.618	133-013
1.000	132-290
0.618	132-263
HIGH	132-220
0.618	132-193
0.500	132-185
0.382	132-177
LOW	132-150
0.618	132-107
1.000	132-080
1.618	132-037
2.618	131-287
4.250	131-172

Fisher Pivots for day following 24-May-2021
Pivot	1 day	3 day
R1	132-195	132-172
PP	132-190	132-143
S1	132-185	132-115

Download as Excel Spreadsheet

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

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