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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

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

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