ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
132-080 |
132-125 |
0-045 |
0.1% |
132-225 |
| High |
132-145 |
132-185 |
0-040 |
0.1% |
132-305 |
| Low |
132-075 |
131-300 |
-0-095 |
-0.2% |
131-270 |
| Close |
132-125 |
132-010 |
-0-115 |
-0.3% |
132-130 |
| Range |
0-070 |
0-205 |
0-135 |
192.9% |
1-035 |
| ATR |
0-154 |
0-158 |
0-004 |
2.3% |
0-000 |
| Volume |
998,216 |
2,044,316 |
1,046,100 |
104.8% |
8,984,478 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-033 |
133-227 |
132-123 |
|
| R3 |
133-148 |
133-022 |
132-066 |
|
| R2 |
132-263 |
132-263 |
132-048 |
|
| R1 |
132-137 |
132-137 |
132-029 |
132-098 |
| PP |
132-058 |
132-058 |
132-058 |
132-039 |
| S1 |
131-252 |
131-252 |
131-311 |
131-212 |
| S2 |
131-173 |
131-173 |
131-292 |
|
| S3 |
130-288 |
131-047 |
131-274 |
|
| S4 |
130-083 |
130-162 |
131-217 |
|
|
| 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 |
132-215 |
131-270 |
0-265 |
0.6% |
0-134 |
0.3% |
23% |
False |
False |
1,548,469 |
| 10 |
133-165 |
131-270 |
1-215 |
1.3% |
0-151 |
0.4% |
11% |
False |
False |
1,741,408 |
| 20 |
133-165 |
131-185 |
1-300 |
1.5% |
0-153 |
0.4% |
23% |
False |
False |
1,657,100 |
| 40 |
133-165 |
130-255 |
2-230 |
2.1% |
0-160 |
0.4% |
45% |
False |
False |
1,599,865 |
| 60 |
134-200 |
130-255 |
3-265 |
2.9% |
0-188 |
0.4% |
32% |
False |
False |
1,814,168 |
| 80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-172 |
0.4% |
21% |
False |
False |
1,434,570 |
| 100 |
137-085 |
130-255 |
6-150 |
4.9% |
0-160 |
0.4% |
19% |
False |
False |
1,148,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-096 |
|
2.618 |
134-082 |
|
1.618 |
133-197 |
|
1.000 |
133-070 |
|
0.618 |
132-312 |
|
HIGH |
132-185 |
|
0.618 |
132-107 |
|
0.500 |
132-082 |
|
0.382 |
132-058 |
|
LOW |
131-300 |
|
0.618 |
131-173 |
|
1.000 |
131-095 |
|
1.618 |
130-288 |
|
2.618 |
130-083 |
|
4.250 |
129-069 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-082 |
132-098 |
| PP |
132-058 |
132-068 |
| S1 |
132-034 |
132-039 |
|