ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	131-260	131-310	0-050	0.1%	132-020
High	132-020	132-055	0-035	0.1%	133-005
Low	131-230	131-275	0-045	0.1%	131-230
Close	131-305	131-305	0-000	0.0%	131-250
Range	0-110	0-100	-0-010	-9.1%	1-095
ATR	0-205	0-197	-0-007	-3.7%	0-000
Volume	1,448,514	1,513,602	65,088	4.5%	9,925,980

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-298	132-242	132-040
R3	132-198	132-142	132-012
R2	132-098	132-098	132-003
R1	132-042	132-042	131-314	132-020
PP	131-318	131-318	131-318	131-308
S1	131-262	131-262	131-296	131-240
S2	131-218	131-218	131-287
S3	131-118	131-162	131-278
S4	131-018	131-062	131-250

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-020	135-070	132-158
R3	134-245	133-295	132-044
R2	133-150	133-150	132-006
R1	132-200	132-200	131-288	132-128
PP	132-055	132-055	132-055	132-019
S1	131-105	131-105	131-212	131-032
S2	130-280	130-280	131-174
S3	129-185	130-010	131-136
S4	128-090	128-235	131-022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-005	131-230	1-095	1.0%	0-170	0.4%	18%	False	False	1,842,412
10	133-225	131-230	1-315	1.5%	0-200	0.5%	12%	False	False	1,994,535
20	134-305	131-230	3-075	2.5%	0-223	0.5%	7%	False	False	1,995,575
40	136-205	131-230	4-295	3.7%	0-167	0.4%	5%	False	False	1,009,128
60	137-085	131-230	5-175	4.2%	0-145	0.3%	4%	False	False	672,902

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-042
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	133-160
2.618	132-317
1.618	132-217
1.000	132-155
0.618	132-117
HIGH	132-055
0.618	132-017
0.500	132-005
0.382	131-313
LOW	131-275
0.618	131-213
1.000	131-175
1.618	131-113
2.618	131-013
4.250	130-170

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	132-005	132-045
PP	131-318	132-025
S1	131-312	132-005

Download as Excel Spreadsheet

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

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