ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
132-040 |
131-305 |
-0-055 |
-0.1% |
131-095 |
| High |
132-095 |
132-040 |
-0-055 |
-0.1% |
132-095 |
| Low |
131-285 |
131-200 |
-0-085 |
-0.2% |
131-070 |
| Close |
132-045 |
131-245 |
-0-120 |
-0.3% |
131-245 |
| Range |
0-130 |
0-160 |
0-030 |
23.1% |
1-025 |
| ATR |
0-199 |
0-197 |
-0-002 |
-1.2% |
0-000 |
| Volume |
2,049,220 |
1,486,510 |
-562,710 |
-27.5% |
8,095,761 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-108 |
133-017 |
132-013 |
|
| R3 |
132-268 |
132-177 |
131-289 |
|
| R2 |
132-108 |
132-108 |
131-274 |
|
| R1 |
132-017 |
132-017 |
131-260 |
131-302 |
| PP |
131-268 |
131-268 |
131-268 |
131-251 |
| S1 |
131-177 |
131-177 |
131-230 |
131-142 |
| S2 |
131-108 |
131-108 |
131-216 |
|
| S3 |
130-268 |
131-017 |
131-201 |
|
| S4 |
130-108 |
130-177 |
131-157 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-318 |
134-147 |
132-115 |
|
| R3 |
133-293 |
133-122 |
132-020 |
|
| R2 |
132-268 |
132-268 |
131-308 |
|
| R1 |
132-097 |
132-097 |
131-277 |
132-182 |
| PP |
131-243 |
131-243 |
131-243 |
131-286 |
| S1 |
131-072 |
131-072 |
131-213 |
131-158 |
| S2 |
130-218 |
130-218 |
131-182 |
|
| S3 |
129-193 |
130-047 |
131-150 |
|
| S4 |
128-168 |
129-022 |
131-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-095 |
131-070 |
1-025 |
0.8% |
0-164 |
0.4% |
51% |
False |
False |
1,619,152 |
| 10 |
132-095 |
131-000 |
1-095 |
1.0% |
0-184 |
0.4% |
59% |
False |
False |
1,864,004 |
| 20 |
133-230 |
131-000 |
2-230 |
2.1% |
0-199 |
0.5% |
28% |
False |
False |
1,978,616 |
| 40 |
136-100 |
131-000 |
5-100 |
4.0% |
0-187 |
0.4% |
14% |
False |
False |
1,398,873 |
| 60 |
137-085 |
131-000 |
6-085 |
4.8% |
0-165 |
0.4% |
12% |
False |
False |
934,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-080 |
|
2.618 |
133-139 |
|
1.618 |
132-299 |
|
1.000 |
132-200 |
|
0.618 |
132-139 |
|
HIGH |
132-040 |
|
0.618 |
131-299 |
|
0.500 |
131-280 |
|
0.382 |
131-261 |
|
LOW |
131-200 |
|
0.618 |
131-101 |
|
1.000 |
131-040 |
|
1.618 |
130-261 |
|
2.618 |
130-101 |
|
4.250 |
129-160 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-280 |
131-308 |
| PP |
131-268 |
131-287 |
| S1 |
131-257 |
131-266 |
|