ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
131-305 |
131-110 |
-0-195 |
-0.5% |
131-260 |
| High |
132-030 |
131-215 |
-0-135 |
-0.3% |
132-090 |
| Low |
131-000 |
131-010 |
0-010 |
0.0% |
131-000 |
| Close |
131-085 |
131-070 |
-0-015 |
0.0% |
131-070 |
| Range |
1-030 |
0-205 |
-0-145 |
-41.4% |
1-090 |
| ATR |
0-212 |
0-212 |
-0-001 |
-0.2% |
0-000 |
| Volume |
2,858,288 |
2,193,356 |
-664,932 |
-23.3% |
10,544,281 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-073 |
132-277 |
131-183 |
|
| R3 |
132-188 |
132-072 |
131-126 |
|
| R2 |
131-303 |
131-303 |
131-108 |
|
| R1 |
131-187 |
131-187 |
131-089 |
131-142 |
| PP |
131-098 |
131-098 |
131-098 |
131-076 |
| S1 |
130-302 |
130-302 |
131-051 |
130-258 |
| S2 |
130-213 |
130-213 |
131-032 |
|
| S3 |
130-008 |
130-097 |
131-014 |
|
| S4 |
129-123 |
129-212 |
130-277 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-110 |
134-180 |
131-296 |
|
| R3 |
134-020 |
133-090 |
131-183 |
|
| R2 |
132-250 |
132-250 |
131-145 |
|
| R1 |
132-000 |
132-000 |
131-108 |
131-240 |
| PP |
131-160 |
131-160 |
131-160 |
131-120 |
| S1 |
130-230 |
130-230 |
131-032 |
130-150 |
| S2 |
130-070 |
130-070 |
130-315 |
|
| S3 |
128-300 |
129-140 |
130-277 |
|
| S4 |
127-210 |
128-050 |
130-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-090 |
131-000 |
1-090 |
1.0% |
0-204 |
0.5% |
17% |
False |
False |
2,108,856 |
| 10 |
133-005 |
131-000 |
2-005 |
1.5% |
0-198 |
0.5% |
11% |
False |
False |
2,047,026 |
| 20 |
134-200 |
131-000 |
3-200 |
2.8% |
0-240 |
0.6% |
6% |
False |
False |
2,318,786 |
| 40 |
136-205 |
131-000 |
5-205 |
4.3% |
0-180 |
0.4% |
4% |
False |
False |
1,198,247 |
| 60 |
137-085 |
131-000 |
6-085 |
4.8% |
0-156 |
0.4% |
3% |
False |
False |
799,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-126 |
|
2.618 |
133-112 |
|
1.618 |
132-227 |
|
1.000 |
132-100 |
|
0.618 |
132-022 |
|
HIGH |
131-215 |
|
0.618 |
131-137 |
|
0.500 |
131-112 |
|
0.382 |
131-088 |
|
LOW |
131-010 |
|
0.618 |
130-203 |
|
1.000 |
130-125 |
|
1.618 |
129-318 |
|
2.618 |
129-113 |
|
4.250 |
128-099 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-112 |
131-205 |
| PP |
131-098 |
131-160 |
| S1 |
131-084 |
131-115 |
|