ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
131-305 |
131-205 |
-0-100 |
-0.2% |
131-095 |
| High |
132-040 |
131-315 |
-0-045 |
-0.1% |
132-095 |
| Low |
131-200 |
131-095 |
-0-105 |
-0.2% |
131-070 |
| Close |
131-245 |
131-115 |
-0-130 |
-0.3% |
131-245 |
| Range |
0-160 |
0-220 |
0-060 |
37.5% |
1-025 |
| ATR |
0-197 |
0-198 |
0-002 |
0.8% |
0-000 |
| Volume |
1,486,510 |
1,450,487 |
-36,023 |
-2.4% |
8,095,761 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-195 |
133-055 |
131-236 |
|
| R3 |
132-295 |
132-155 |
131-176 |
|
| R2 |
132-075 |
132-075 |
131-155 |
|
| R1 |
131-255 |
131-255 |
131-135 |
131-215 |
| PP |
131-175 |
131-175 |
131-175 |
131-155 |
| S1 |
131-035 |
131-035 |
131-095 |
130-315 |
| S2 |
130-275 |
130-275 |
131-075 |
|
| S3 |
130-055 |
130-135 |
131-054 |
|
| S4 |
129-155 |
129-235 |
130-314 |
|
|
| 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 |
131-095 |
1-000 |
0.8% |
0-174 |
0.4% |
6% |
False |
True |
1,648,786 |
| 10 |
132-095 |
131-000 |
1-095 |
1.0% |
0-195 |
0.5% |
28% |
False |
False |
1,864,201 |
| 20 |
133-230 |
131-000 |
2-230 |
2.1% |
0-202 |
0.5% |
13% |
False |
False |
1,938,847 |
| 40 |
136-085 |
131-000 |
5-085 |
4.0% |
0-189 |
0.4% |
7% |
False |
False |
1,434,173 |
| 60 |
137-085 |
131-000 |
6-085 |
4.8% |
0-168 |
0.4% |
6% |
False |
False |
958,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-290 |
|
2.618 |
133-251 |
|
1.618 |
133-031 |
|
1.000 |
132-215 |
|
0.618 |
132-131 |
|
HIGH |
131-315 |
|
0.618 |
131-231 |
|
0.500 |
131-205 |
|
0.382 |
131-179 |
|
LOW |
131-095 |
|
0.618 |
130-279 |
|
1.000 |
130-195 |
|
1.618 |
130-059 |
|
2.618 |
129-159 |
|
4.250 |
128-120 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-205 |
131-255 |
| PP |
131-175 |
131-208 |
| S1 |
131-145 |
131-162 |
|