ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 04-Jun-2021

Day Change Summary
	Previous	Current
	03-Jun-2021	04-Jun-2021	Change	Change %	Previous Week
Open	131-305	131-195	-0-110	-0.3%	131-260
High	131-315	132-075	0-080	0.2%	132-075
Low	131-180	131-180	0-000	0.0%	131-180
Close	131-190	132-065	0-195	0.5%	132-065
Range	0-135	0-215	0-080	59.3%	0-215
ATR	0-133	0-139	0-006	4.4%	0-000
Volume	1,170,926	1,962,200	791,274	67.6%	5,526,530

Daily Pivots for day following 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-005	133-250	132-183
R3	133-110	133-035	132-124
R2	132-215	132-215	132-104
R1	132-140	132-140	132-085	132-178
PP	132-000	132-000	132-000	132-019
S1	131-245	131-245	132-045	131-282
S2	131-105	131-105	132-026
S3	130-210	131-030	132-006
S4	129-315	130-135	131-267

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-005	133-250	132-183
R3	133-110	133-035	132-124
R2	132-215	132-215	132-104
R1	132-140	132-140	132-085	132-178
PP	132-000	132-000	132-000	132-019
S1	131-245	131-245	132-045	131-282
S2	131-105	131-105	132-026
S3	130-210	131-030	132-006
S4	129-315	130-135	131-267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-075	131-180	0-215	0.5%	0-132	0.3%	95%	True	True	1,468,981
10	132-075	131-160	0-235	0.6%	0-116	0.3%	96%	True	False	1,672,469
20	132-215	130-315	1-220	1.3%	0-136	0.3%	72%	False	False	866,066
40	132-215	130-170	2-045	1.6%	0-144	0.3%	78%	False	False	435,303

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	0-024
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	135-029
2.618	133-318
1.618	133-103
1.000	132-290
0.618	132-208
HIGH	132-075
0.618	131-313
0.500	131-288
0.382	131-262
LOW	131-180
0.618	131-047
1.000	130-285
1.618	130-152
2.618	129-257
4.250	128-226

Fisher Pivots for day following 04-Jun-2021
Pivot	1 day	3 day
R1	132-032	132-032
PP	132-000	132-000
S1	131-288	131-288

Download as Excel Spreadsheet

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

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