ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
131-095 |
130-315 |
-0-100 |
-0.2% |
131-095 |
| High |
131-095 |
131-175 |
0-080 |
0.2% |
132-095 |
| Low |
130-290 |
130-290 |
0-000 |
0.0% |
131-070 |
| Close |
130-300 |
131-135 |
0-155 |
0.4% |
131-245 |
| Range |
0-125 |
0-205 |
0-080 |
64.0% |
1-025 |
| ATR |
0-193 |
0-194 |
0-001 |
0.4% |
0-000 |
| Volume |
2,350,602 |
1,587,843 |
-762,759 |
-32.4% |
8,095,761 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-068 |
132-307 |
131-248 |
|
| R3 |
132-183 |
132-102 |
131-191 |
|
| R2 |
131-298 |
131-298 |
131-173 |
|
| R1 |
131-217 |
131-217 |
131-154 |
131-258 |
| PP |
131-093 |
131-093 |
131-093 |
131-114 |
| S1 |
131-012 |
131-012 |
131-116 |
131-052 |
| S2 |
130-208 |
130-208 |
131-097 |
|
| S3 |
130-003 |
130-127 |
131-079 |
|
| S4 |
129-118 |
129-242 |
131-022 |
|
|
| 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 |
132-040 |
130-260 |
1-100 |
1.0% |
0-181 |
0.4% |
46% |
False |
False |
1,754,036 |
| 10 |
132-095 |
130-260 |
1-155 |
1.1% |
0-177 |
0.4% |
41% |
False |
False |
1,757,278 |
| 20 |
133-005 |
130-260 |
2-065 |
1.7% |
0-190 |
0.5% |
28% |
False |
False |
1,925,457 |
| 40 |
136-000 |
130-260 |
5-060 |
3.9% |
0-196 |
0.5% |
12% |
False |
False |
1,579,267 |
| 60 |
136-300 |
130-260 |
6-040 |
4.7% |
0-170 |
0.4% |
10% |
False |
False |
1,055,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-086 |
|
2.618 |
133-072 |
|
1.618 |
132-187 |
|
1.000 |
132-060 |
|
0.618 |
131-302 |
|
HIGH |
131-175 |
|
0.618 |
131-097 |
|
0.500 |
131-072 |
|
0.382 |
131-048 |
|
LOW |
130-290 |
|
0.618 |
130-163 |
|
1.000 |
130-085 |
|
1.618 |
129-278 |
|
2.618 |
129-073 |
|
4.250 |
128-059 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-114 |
131-109 |
| PP |
131-093 |
131-083 |
| S1 |
131-072 |
131-058 |
|