ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 18-Mar-2021

Day Change Summary
	Previous	Current
	17-Mar-2021	18-Mar-2021	Change	Change %	Previous Week
Open	131-285	131-305	0-020	0.0%	132-020
High	132-090	132-030	-0-060	-0.1%	133-005
Low	131-155	131-000	-0-155	-0.4%	131-230
Close	132-030	131-085	-0-265	-0.6%	131-250
Range	0-255	1-030	0-095	37.3%	1-095
ATR	0-201	0-212	0-011	5.3%	0-000
Volume	2,530,521	2,858,288	327,767	13.0%	9,925,980

Daily Pivots for day following 18-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-235	134-030	131-278
R3	133-205	133-000	131-181
R2	132-175	132-175	131-149
R1	131-290	131-290	131-117	131-218
PP	131-145	131-145	131-145	131-109
S1	130-260	130-260	131-053	130-188
S2	130-115	130-115	131-021
S3	129-085	129-230	130-309
S4	128-055	128-200	130-212

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	132-180	131-000	1-180	1.2%	0-217	0.5%	17%	False	True	2,109,460
10	133-005	131-000	2-005	1.5%	0-202	0.5%	13%	False	True	2,093,636
20	134-260	131-000	3-260	2.9%	0-239	0.6%	7%	False	True	2,248,991
40	136-205	131-000	5-205	4.3%	0-178	0.4%	5%	False	True	1,143,526
60	137-085	131-000	6-085	4.8%	0-154	0.4%	4%	False	True	762,715

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	0-051
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	136-238
2.618	134-306
1.618	133-276
1.000	133-060
0.618	132-246
HIGH	132-030
0.618	131-216
0.500	131-175
0.382	131-134
LOW	131-000
0.618	130-104
1.000	129-290
1.618	129-074
2.618	128-044
4.250	126-112

Fisher Pivots for day following 18-Mar-2021
Pivot	1 day	3 day
R1	131-175	131-205
PP	131-145	131-165
S1	131-115	131-125

Download as Excel Spreadsheet

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

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