ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 03-May-2021

Day Change Summary
	Previous	Current
	30-Apr-2021	03-May-2021	Change	Change %	Previous Week
Open	131-310	132-015	0-025	0.1%	132-125
High	132-045	132-160	0-115	0.3%	132-160
Low	131-260	131-265	0-005	0.0%	131-185
Close	132-010	132-105	0-095	0.2%	132-010
Range	0-105	0-215	0-110	104.8%	0-295
ATR	0-163	0-167	0-004	2.3%	0-000
Volume	2,003,114	1,540,326	-462,788	-23.1%	8,113,360

Daily Pivots for day following 03-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-075	133-305	132-223
R3	133-180	133-090	132-164
R2	132-285	132-285	132-144
R1	132-195	132-195	132-125	132-240
PP	132-070	132-070	132-070	132-092
S1	131-300	131-300	132-085	132-025
S2	131-175	131-175	132-066
S3	130-280	131-085	132-046
S4	130-065	130-190	131-307

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-257	134-108	132-172
R3	133-282	133-133	132-091
R2	132-307	132-307	132-064
R1	132-158	132-158	132-037	132-085
PP	132-012	132-012	132-012	131-295
S1	131-183	131-183	131-303	131-110
S2	131-037	131-037	131-276
S3	130-062	130-208	131-249
S4	129-087	129-233	131-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-160	131-185	0-295	0.7%	0-161	0.4%	81%	True	False	1,660,381
10	132-245	131-185	1-060	0.9%	0-150	0.4%	63%	False	False	1,496,355
20	132-245	131-035	1-210	1.3%	0-160	0.4%	74%	False	False	1,485,196
40	133-005	130-255	2-070	1.7%	0-172	0.4%	69%	False	False	1,661,818
60	136-000	130-255	5-065	3.9%	0-185	0.4%	29%	False	False	1,562,937
80	136-205	130-255	5-270	4.4%	0-166	0.4%	26%	False	False	1,174,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	135-114
2.618	134-083
1.618	133-188
1.000	133-055
0.618	132-293
HIGH	132-160
0.618	132-078
0.500	132-052
0.382	132-027
LOW	131-265
0.618	131-132
1.000	131-050
1.618	130-237
2.618	130-022
4.250	128-311

Fisher Pivots for day following 03-May-2021
Pivot	1 day	3 day
R1	132-088	132-074
PP	132-070	132-043
S1	132-052	132-012

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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