ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
131-110 |
131-095 |
-0-015 |
0.0% |
131-260 |
| High |
131-215 |
131-240 |
0-025 |
0.1% |
132-090 |
| Low |
131-010 |
131-070 |
0-060 |
0.1% |
131-000 |
| Close |
131-070 |
131-175 |
0-105 |
0.3% |
131-070 |
| Range |
0-205 |
0-170 |
-0-035 |
-17.1% |
1-090 |
| ATR |
0-212 |
0-209 |
-0-003 |
-1.4% |
0-000 |
| Volume |
2,193,356 |
1,302,317 |
-891,039 |
-40.6% |
10,544,281 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-032 |
132-273 |
131-268 |
|
| R3 |
132-182 |
132-103 |
131-222 |
|
| R2 |
132-012 |
132-012 |
131-206 |
|
| R1 |
131-253 |
131-253 |
131-191 |
131-292 |
| PP |
131-162 |
131-162 |
131-162 |
131-181 |
| S1 |
131-083 |
131-083 |
131-159 |
131-122 |
| S2 |
130-312 |
130-312 |
131-144 |
|
| S3 |
130-142 |
130-233 |
131-128 |
|
| S4 |
129-292 |
130-063 |
131-082 |
|
|
| 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% |
0-216 |
0.5% |
43% |
False |
False |
2,079,616 |
| 10 |
133-005 |
131-000 |
2-005 |
1.5% |
0-202 |
0.5% |
27% |
False |
False |
2,004,775 |
| 20 |
134-200 |
131-000 |
3-200 |
2.8% |
0-239 |
0.6% |
15% |
False |
False |
2,311,689 |
| 40 |
136-205 |
131-000 |
5-205 |
4.3% |
0-183 |
0.4% |
10% |
False |
False |
1,230,448 |
| 60 |
137-085 |
131-000 |
6-085 |
4.8% |
0-159 |
0.4% |
9% |
False |
False |
820,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-002 |
|
2.618 |
133-045 |
|
1.618 |
132-195 |
|
1.000 |
132-090 |
|
0.618 |
132-025 |
|
HIGH |
131-240 |
|
0.618 |
131-175 |
|
0.500 |
131-155 |
|
0.382 |
131-135 |
|
LOW |
131-070 |
|
0.618 |
130-285 |
|
1.000 |
130-220 |
|
1.618 |
130-115 |
|
2.618 |
129-265 |
|
4.250 |
128-308 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-168 |
131-175 |
| PP |
131-162 |
131-175 |
| S1 |
131-155 |
131-175 |
|