ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
132-015 |
132-105 |
0-090 |
0.2% |
132-125 |
| High |
132-160 |
132-235 |
0-075 |
0.2% |
132-160 |
| Low |
131-265 |
132-050 |
0-105 |
0.2% |
131-185 |
| Close |
132-105 |
132-135 |
0-030 |
0.1% |
132-010 |
| Range |
0-215 |
0-185 |
-0-030 |
-14.0% |
0-295 |
| ATR |
0-167 |
0-168 |
0-001 |
0.8% |
0-000 |
| Volume |
1,540,326 |
1,989,203 |
448,877 |
29.1% |
8,113,360 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-055 |
133-280 |
132-237 |
|
| R3 |
133-190 |
133-095 |
132-186 |
|
| R2 |
133-005 |
133-005 |
132-169 |
|
| R1 |
132-230 |
132-230 |
132-152 |
132-278 |
| PP |
132-140 |
132-140 |
132-140 |
132-164 |
| S1 |
132-045 |
132-045 |
132-118 |
132-092 |
| S2 |
131-275 |
131-275 |
132-101 |
|
| S3 |
131-090 |
131-180 |
132-084 |
|
| S4 |
130-225 |
130-315 |
132-033 |
|
|
| 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 |
132-235 |
131-185 |
1-050 |
0.9% |
0-170 |
0.4% |
73% |
True |
False |
1,774,504 |
| 10 |
132-245 |
131-185 |
1-060 |
0.9% |
0-148 |
0.3% |
71% |
False |
False |
1,553,824 |
| 20 |
132-245 |
131-120 |
1-125 |
1.1% |
0-159 |
0.4% |
75% |
False |
False |
1,515,357 |
| 40 |
133-005 |
130-255 |
2-070 |
1.7% |
0-174 |
0.4% |
73% |
False |
False |
1,668,427 |
| 60 |
136-000 |
130-255 |
5-065 |
3.9% |
0-186 |
0.4% |
31% |
False |
False |
1,595,671 |
| 80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-167 |
0.4% |
28% |
False |
False |
1,199,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-061 |
|
2.618 |
134-079 |
|
1.618 |
133-214 |
|
1.000 |
133-100 |
|
0.618 |
133-029 |
|
HIGH |
132-235 |
|
0.618 |
132-164 |
|
0.500 |
132-142 |
|
0.382 |
132-121 |
|
LOW |
132-050 |
|
0.618 |
131-256 |
|
1.000 |
131-185 |
|
1.618 |
131-071 |
|
2.618 |
130-206 |
|
4.250 |
129-224 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-142 |
132-119 |
| PP |
132-140 |
132-103 |
| S1 |
132-138 |
132-088 |
|