ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
132-070 |
132-135 |
0-065 |
0.2% |
132-225 |
| High |
132-170 |
132-215 |
0-045 |
0.1% |
132-305 |
| Low |
132-060 |
132-080 |
0-020 |
0.0% |
131-270 |
| Close |
132-130 |
132-110 |
-0-020 |
0.0% |
132-130 |
| Range |
0-110 |
0-135 |
0-025 |
22.7% |
1-035 |
| ATR |
0-163 |
0-161 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,608,810 |
1,189,252 |
-419,558 |
-26.1% |
8,984,478 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-220 |
133-140 |
132-184 |
|
| R3 |
133-085 |
133-005 |
132-147 |
|
| R2 |
132-270 |
132-270 |
132-135 |
|
| R1 |
132-190 |
132-190 |
132-122 |
132-162 |
| PP |
132-135 |
132-135 |
132-135 |
132-121 |
| S1 |
132-055 |
132-055 |
132-098 |
132-028 |
| S2 |
132-000 |
132-000 |
132-085 |
|
| S3 |
131-185 |
131-240 |
132-073 |
|
| S4 |
131-050 |
131-105 |
132-036 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-233 |
135-057 |
133-005 |
|
| R3 |
134-198 |
134-022 |
132-228 |
|
| R2 |
133-163 |
133-163 |
132-195 |
|
| R1 |
132-307 |
132-307 |
132-163 |
132-218 |
| PP |
132-128 |
132-128 |
132-128 |
132-084 |
| S1 |
131-272 |
131-272 |
132-097 |
131-182 |
| S2 |
131-093 |
131-093 |
132-065 |
|
| S3 |
130-058 |
130-237 |
132-032 |
|
| S4 |
129-023 |
129-202 |
131-255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-235 |
131-270 |
0-285 |
0.7% |
0-145 |
0.3% |
56% |
False |
False |
1,752,620 |
| 10 |
133-165 |
131-270 |
1-215 |
1.3% |
0-158 |
0.4% |
30% |
False |
False |
1,781,478 |
| 20 |
133-165 |
131-185 |
1-300 |
1.5% |
0-154 |
0.4% |
40% |
False |
False |
1,638,916 |
| 40 |
133-165 |
130-255 |
2-230 |
2.1% |
0-162 |
0.4% |
57% |
False |
False |
1,595,431 |
| 60 |
134-200 |
130-255 |
3-265 |
2.9% |
0-188 |
0.4% |
40% |
False |
False |
1,836,549 |
| 80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-171 |
0.4% |
26% |
False |
False |
1,396,839 |
| 100 |
137-085 |
130-255 |
6-150 |
4.9% |
0-159 |
0.4% |
24% |
False |
False |
1,117,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-149 |
|
2.618 |
133-248 |
|
1.618 |
133-113 |
|
1.000 |
133-030 |
|
0.618 |
132-298 |
|
HIGH |
132-215 |
|
0.618 |
132-163 |
|
0.500 |
132-148 |
|
0.382 |
132-132 |
|
LOW |
132-080 |
|
0.618 |
131-317 |
|
1.000 |
131-265 |
|
1.618 |
131-182 |
|
2.618 |
131-047 |
|
4.250 |
130-146 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-148 |
132-101 |
| PP |
132-135 |
132-092 |
| S1 |
132-122 |
132-082 |
|