ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
131-155 |
132-005 |
0-170 |
0.4% |
131-260 |
| High |
132-030 |
132-090 |
0-060 |
0.1% |
132-090 |
| Low |
131-140 |
131-260 |
0-120 |
0.3% |
131-000 |
| Close |
131-295 |
132-030 |
0-055 |
0.1% |
131-070 |
| Range |
0-210 |
0-150 |
-0-060 |
-28.6% |
1-090 |
| ATR |
0-209 |
0-204 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,562,826 |
1,694,888 |
132,062 |
8.5% |
10,544,281 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-150 |
133-080 |
132-112 |
|
| R3 |
133-000 |
132-250 |
132-071 |
|
| R2 |
132-170 |
132-170 |
132-058 |
|
| R1 |
132-100 |
132-100 |
132-044 |
132-135 |
| PP |
132-020 |
132-020 |
132-020 |
132-038 |
| S1 |
131-270 |
131-270 |
132-016 |
131-305 |
| S2 |
131-190 |
131-190 |
132-002 |
|
| S3 |
131-040 |
131-120 |
131-309 |
|
| S4 |
130-210 |
130-290 |
131-268 |
|
|
| 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% |
0-217 |
0.5% |
85% |
True |
False |
1,922,335 |
| 10 |
133-005 |
131-000 |
2-005 |
1.5% |
0-202 |
0.5% |
54% |
False |
False |
1,934,071 |
| 20 |
134-065 |
131-000 |
3-065 |
2.4% |
0-237 |
0.6% |
34% |
False |
False |
2,189,481 |
| 40 |
136-205 |
131-000 |
5-205 |
4.3% |
0-186 |
0.4% |
19% |
False |
False |
1,311,177 |
| 60 |
137-085 |
131-000 |
6-085 |
4.7% |
0-163 |
0.4% |
17% |
False |
False |
875,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-088 |
|
2.618 |
133-163 |
|
1.618 |
133-013 |
|
1.000 |
132-240 |
|
0.618 |
132-183 |
|
HIGH |
132-090 |
|
0.618 |
132-033 |
|
0.500 |
132-015 |
|
0.382 |
131-317 |
|
LOW |
131-260 |
|
0.618 |
131-167 |
|
1.000 |
131-110 |
|
1.618 |
131-017 |
|
2.618 |
130-187 |
|
4.250 |
129-262 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-025 |
131-313 |
| PP |
132-020 |
131-277 |
| S1 |
132-015 |
131-240 |
|