ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
132-115 |
132-005 |
-0-110 |
-0.3% |
132-110 |
| High |
132-125 |
132-065 |
-0-060 |
-0.1% |
132-245 |
| Low |
131-305 |
131-230 |
-0-075 |
-0.2% |
131-315 |
| Close |
132-010 |
132-030 |
0-020 |
0.0% |
132-140 |
| Range |
0-140 |
0-155 |
0-015 |
10.7% |
0-250 |
| ATR |
0-167 |
0-166 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,418,589 |
1,705,772 |
287,183 |
20.2% |
6,521,353 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-147 |
133-083 |
132-115 |
|
| R3 |
132-312 |
132-248 |
132-073 |
|
| R2 |
132-157 |
132-157 |
132-058 |
|
| R1 |
132-093 |
132-093 |
132-044 |
132-125 |
| PP |
132-002 |
132-002 |
132-002 |
132-018 |
| S1 |
131-258 |
131-258 |
132-016 |
131-290 |
| S2 |
131-167 |
131-167 |
132-002 |
|
| S3 |
131-012 |
131-103 |
131-307 |
|
| S4 |
130-177 |
130-268 |
131-265 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-237 |
134-118 |
132-278 |
|
| R3 |
133-307 |
133-188 |
132-209 |
|
| R2 |
133-057 |
133-057 |
132-186 |
|
| R1 |
132-258 |
132-258 |
132-163 |
132-318 |
| PP |
132-127 |
132-127 |
132-127 |
132-156 |
| S1 |
132-008 |
132-008 |
132-117 |
132-068 |
| S2 |
131-197 |
131-197 |
132-094 |
|
| S3 |
130-267 |
131-078 |
132-071 |
|
| S4 |
130-017 |
130-148 |
132-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-245 |
131-230 |
1-015 |
0.8% |
0-139 |
0.3% |
36% |
False |
True |
1,421,429 |
| 10 |
132-245 |
131-230 |
1-015 |
0.8% |
0-154 |
0.4% |
36% |
False |
True |
1,472,172 |
| 20 |
132-245 |
130-255 |
1-310 |
1.5% |
0-158 |
0.4% |
66% |
False |
False |
1,469,196 |
| 40 |
133-225 |
130-255 |
2-290 |
2.2% |
0-180 |
0.4% |
45% |
False |
False |
1,708,810 |
| 60 |
136-060 |
130-255 |
5-125 |
4.1% |
0-181 |
0.4% |
24% |
False |
False |
1,477,287 |
| 80 |
137-085 |
130-255 |
6-150 |
4.9% |
0-167 |
0.4% |
20% |
False |
False |
1,109,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-084 |
|
2.618 |
133-151 |
|
1.618 |
132-316 |
|
1.000 |
132-220 |
|
0.618 |
132-161 |
|
HIGH |
132-065 |
|
0.618 |
132-006 |
|
0.500 |
131-308 |
|
0.382 |
131-289 |
|
LOW |
131-230 |
|
0.618 |
131-134 |
|
1.000 |
131-075 |
|
1.618 |
130-299 |
|
2.618 |
130-144 |
|
4.250 |
129-211 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-016 |
132-035 |
| PP |
132-002 |
132-033 |
| S1 |
131-308 |
132-032 |
|