ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
132-200 |
132-185 |
-0-015 |
0.0% |
132-015 |
| High |
132-240 |
133-165 |
0-245 |
0.6% |
133-165 |
| Low |
132-165 |
132-175 |
0-010 |
0.0% |
131-265 |
| Close |
132-215 |
132-240 |
0-025 |
0.1% |
132-240 |
| Range |
0-075 |
0-310 |
0-235 |
313.3% |
1-220 |
| ATR |
0-161 |
0-172 |
0-011 |
6.6% |
0-000 |
| Volume |
1,366,666 |
2,831,157 |
1,464,491 |
107.2% |
9,181,384 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-270 |
135-085 |
133-090 |
|
| R3 |
134-280 |
134-095 |
133-005 |
|
| R2 |
133-290 |
133-290 |
132-297 |
|
| R1 |
133-105 |
133-105 |
132-268 |
133-198 |
| PP |
132-300 |
132-300 |
132-300 |
133-026 |
| S1 |
132-115 |
132-115 |
132-212 |
132-208 |
| S2 |
131-310 |
131-310 |
132-183 |
|
| S3 |
131-000 |
131-125 |
132-155 |
|
| S4 |
130-010 |
130-135 |
132-070 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-243 |
136-302 |
133-217 |
|
| R3 |
136-023 |
135-082 |
133-068 |
|
| R2 |
134-123 |
134-123 |
133-019 |
|
| R1 |
133-182 |
133-182 |
132-290 |
133-312 |
| PP |
132-223 |
132-223 |
132-223 |
132-289 |
| S1 |
131-282 |
131-282 |
132-190 |
132-092 |
| S2 |
131-003 |
131-003 |
132-141 |
|
| S3 |
129-103 |
130-062 |
132-092 |
|
| S4 |
127-203 |
128-162 |
131-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-165 |
131-265 |
1-220 |
1.3% |
0-189 |
0.4% |
55% |
True |
False |
1,836,276 |
| 10 |
133-165 |
131-185 |
1-300 |
1.5% |
0-164 |
0.4% |
60% |
True |
False |
1,729,474 |
| 20 |
133-165 |
131-120 |
2-045 |
1.6% |
0-163 |
0.4% |
64% |
True |
False |
1,590,355 |
| 40 |
133-165 |
130-255 |
2-230 |
2.0% |
0-173 |
0.4% |
72% |
True |
False |
1,659,604 |
| 60 |
136-000 |
130-255 |
5-065 |
3.9% |
0-190 |
0.4% |
38% |
False |
False |
1,688,827 |
| 80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-169 |
0.4% |
33% |
False |
False |
1,269,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-202 |
|
2.618 |
136-017 |
|
1.618 |
135-027 |
|
1.000 |
134-155 |
|
0.618 |
134-037 |
|
HIGH |
133-165 |
|
0.618 |
133-047 |
|
0.500 |
133-010 |
|
0.382 |
132-293 |
|
LOW |
132-175 |
|
0.618 |
131-303 |
|
1.000 |
131-185 |
|
1.618 |
130-313 |
|
2.618 |
130-003 |
|
4.250 |
128-138 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-010 |
132-270 |
| PP |
132-300 |
132-260 |
| S1 |
132-270 |
132-250 |
|