ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
132-065 |
132-185 |
0-120 |
0.3% |
131-235 |
| High |
132-195 |
132-205 |
0-010 |
0.0% |
132-220 |
| Low |
131-315 |
132-115 |
0-120 |
0.3% |
131-120 |
| Close |
132-180 |
132-170 |
-0-010 |
0.0% |
132-120 |
| Range |
0-200 |
0-090 |
-0-110 |
-55.0% |
1-100 |
| ATR |
0-185 |
0-178 |
-0-007 |
-3.7% |
0-000 |
| Volume |
1,414,513 |
1,264,344 |
-150,169 |
-10.6% |
7,991,019 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-113 |
133-072 |
132-220 |
|
| R3 |
133-023 |
132-302 |
132-195 |
|
| R2 |
132-253 |
132-253 |
132-186 |
|
| R1 |
132-212 |
132-212 |
132-178 |
132-188 |
| PP |
132-163 |
132-163 |
132-163 |
132-151 |
| S1 |
132-122 |
132-122 |
132-162 |
132-098 |
| S2 |
132-073 |
132-073 |
132-154 |
|
| S3 |
131-303 |
132-032 |
132-145 |
|
| S4 |
131-213 |
131-262 |
132-120 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-027 |
135-173 |
133-031 |
|
| R3 |
134-247 |
134-073 |
132-236 |
|
| R2 |
133-147 |
133-147 |
132-197 |
|
| R1 |
132-293 |
132-293 |
132-158 |
133-060 |
| PP |
132-047 |
132-047 |
132-047 |
132-090 |
| S1 |
131-193 |
131-193 |
132-082 |
131-280 |
| S2 |
130-267 |
130-267 |
132-043 |
|
| S3 |
129-167 |
130-093 |
132-004 |
|
| S4 |
128-067 |
128-313 |
131-209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-220 |
131-265 |
0-275 |
0.6% |
0-169 |
0.4% |
82% |
False |
False |
1,522,915 |
| 10 |
132-220 |
131-120 |
1-100 |
1.0% |
0-166 |
0.4% |
88% |
False |
False |
1,462,373 |
| 20 |
132-220 |
130-255 |
1-285 |
1.4% |
0-166 |
0.4% |
92% |
False |
False |
1,542,631 |
| 40 |
134-200 |
130-255 |
3-265 |
2.9% |
0-205 |
0.5% |
45% |
False |
False |
1,892,702 |
| 60 |
136-205 |
130-255 |
5-270 |
4.4% |
0-178 |
0.4% |
30% |
False |
False |
1,360,394 |
| 80 |
137-085 |
130-255 |
6-150 |
4.9% |
0-162 |
0.4% |
27% |
False |
False |
1,020,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-268 |
|
2.618 |
133-121 |
|
1.618 |
133-031 |
|
1.000 |
132-295 |
|
0.618 |
132-261 |
|
HIGH |
132-205 |
|
0.618 |
132-171 |
|
0.500 |
132-160 |
|
0.382 |
132-149 |
|
LOW |
132-115 |
|
0.618 |
132-059 |
|
1.000 |
132-025 |
|
1.618 |
131-289 |
|
2.618 |
131-199 |
|
4.250 |
131-052 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-167 |
132-147 |
| PP |
132-163 |
132-123 |
| S1 |
132-160 |
132-100 |
|