ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 06-May-2021

Day Change Summary
	Previous	Current
	05-May-2021	06-May-2021	Change	Change %	Previous Week
Open	132-135	132-200	0-065	0.2%	132-125
High	132-215	132-240	0-025	0.1%	132-160
Low	132-055	132-165	0-110	0.3%	131-185
Close	132-175	132-215	0-040	0.1%	132-010
Range	0-160	0-075	-0-085	-53.1%	0-295
ATR	0-168	0-161	-0-007	-4.0%	0-000
Volume	1,454,032	1,366,666	-87,366	-6.0%	8,113,360

Daily Pivots for day following 06-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-112	133-078	132-256
R3	133-037	133-003	132-236
R2	132-282	132-282	132-229
R1	132-248	132-248	132-222	132-265
PP	132-207	132-207	132-207	132-215
S1	132-173	132-173	132-208	132-190
S2	132-132	132-132	132-201
S3	132-057	132-098	132-194
S4	131-302	132-023	132-174

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	132-240	131-260	0-300	0.7%	0-148	0.3%	92%	True	False	1,670,668
10	132-240	131-185	1-055	0.9%	0-147	0.3%	93%	True	False	1,562,941
20	132-245	131-120	1-125	1.0%	0-158	0.4%	93%	False	False	1,527,320
40	133-005	130-255	2-070	1.7%	0-170	0.4%	85%	False	False	1,639,826
60	136-000	130-255	5-065	3.9%	0-187	0.4%	36%	False	False	1,642,375
80	136-205	130-255	5-270	4.4%	0-166	0.4%	32%	False	False	1,234,599

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-042
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	133-239
2.618	133-116
1.618	133-041
1.000	132-315
0.618	132-286
HIGH	132-240
0.618	132-211
0.500	132-202
0.382	132-194
LOW	132-165
0.618	132-119
1.000	132-090
1.618	132-044
2.618	131-289
4.250	131-166

Fisher Pivots for day following 06-May-2021
Pivot	1 day	3 day
R1	132-211	132-192
PP	132-207	132-168
S1	132-202	132-145

Download as Excel Spreadsheet

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

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