ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
132-145 |
131-295 |
-0-170 |
-0.4% |
132-015 |
| High |
132-180 |
132-100 |
-0-080 |
-0.2% |
133-165 |
| Low |
131-280 |
131-270 |
-0-010 |
0.0% |
131-265 |
| Close |
131-295 |
132-060 |
0-085 |
0.2% |
132-240 |
| Range |
0-220 |
0-150 |
-0-070 |
-31.8% |
1-220 |
| ATR |
0-168 |
0-167 |
-0-001 |
-0.8% |
0-000 |
| Volume |
2,488,669 |
1,901,751 |
-586,918 |
-23.6% |
9,181,384 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-167 |
133-103 |
132-142 |
|
| R3 |
133-017 |
132-273 |
132-101 |
|
| R2 |
132-187 |
132-187 |
132-088 |
|
| R1 |
132-123 |
132-123 |
132-074 |
132-155 |
| PP |
132-037 |
132-037 |
132-037 |
132-052 |
| S1 |
131-293 |
131-293 |
132-046 |
132-005 |
| S2 |
131-207 |
131-207 |
132-032 |
|
| S3 |
131-057 |
131-143 |
132-019 |
|
| S4 |
130-227 |
130-313 |
131-298 |
|
|
| 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 |
131-270 |
1-215 |
1.3% |
0-183 |
0.4% |
21% |
False |
True |
2,041,365 |
| 10 |
133-165 |
131-260 |
1-225 |
1.3% |
0-166 |
0.4% |
22% |
False |
False |
1,856,016 |
| 20 |
133-165 |
131-185 |
1-300 |
1.5% |
0-156 |
0.4% |
31% |
False |
False |
1,633,983 |
| 40 |
133-165 |
130-255 |
2-230 |
2.1% |
0-170 |
0.4% |
51% |
False |
False |
1,651,770 |
| 60 |
134-305 |
130-255 |
4-050 |
3.1% |
0-189 |
0.4% |
33% |
False |
False |
1,806,241 |
| 80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-170 |
0.4% |
24% |
False |
False |
1,362,051 |
| 100 |
137-085 |
130-255 |
6-150 |
4.9% |
0-157 |
0.4% |
21% |
False |
False |
1,089,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-098 |
|
2.618 |
133-173 |
|
1.618 |
133-023 |
|
1.000 |
132-250 |
|
0.618 |
132-193 |
|
HIGH |
132-100 |
|
0.618 |
132-043 |
|
0.500 |
132-025 |
|
0.382 |
132-007 |
|
LOW |
131-270 |
|
0.618 |
131-177 |
|
1.000 |
131-120 |
|
1.618 |
131-027 |
|
2.618 |
130-197 |
|
4.250 |
129-272 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-048 |
132-092 |
| PP |
132-037 |
132-082 |
| S1 |
132-025 |
132-071 |
|