ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 27-May-2021

Day Change Summary
	Previous	Current
	26-May-2021	27-May-2021	Change	Change %	Previous Week
Open	132-315	132-270	-0-045	-0.1%	132-135
High	133-020	132-300	-0-040	-0.1%	132-215
Low	132-265	132-180	-0-085	-0.2%	131-300
Close	132-290	132-220	-0-070	-0.2%	132-140
Range	0-075	0-120	0-045	60.0%	0-235
ATR	0-142	0-140	-0-002	-1.1%	0-000
Volume	2,845,547	985,340	-1,860,207	-65.4%	7,546,683

Daily Pivots for day following 27-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-273	133-207	132-286
R3	133-153	133-087	132-253
R2	133-033	133-033	132-242
R1	132-287	132-287	132-231	132-260
PP	132-233	132-233	132-233	132-220
S1	132-167	132-167	132-209	132-140
S2	132-113	132-113	132-198
S3	131-313	132-047	132-187
S4	131-193	131-247	132-154

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-177	134-073	132-269
R3	133-262	133-158	132-205
R2	133-027	133-027	132-183
R1	132-243	132-243	132-162	132-295
PP	132-112	132-112	132-112	132-138
S1	132-008	132-008	132-118	132-060
S2	131-197	131-197	132-097
S3	130-282	131-093	132-075
S4	130-047	130-178	132-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-020	132-120	0-220	0.5%	0-098	0.2%	45%	False	False	2,389,087
10	133-020	131-300	1-040	0.8%	0-117	0.3%	67%	False	False	1,940,557
20	133-165	131-260	1-225	1.3%	0-141	0.3%	51%	False	False	1,898,287
40	133-165	130-255	2-230	2.0%	0-151	0.4%	70%	False	False	1,665,829
60	133-165	130-255	2-230	2.0%	0-166	0.4%	70%	False	False	1,763,782
80	136-000	130-255	5-065	3.9%	0-172	0.4%	36%	False	False	1,602,846
100	137-065	130-255	6-130	4.8%	0-162	0.4%	30%	False	False	1,283,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-170
2.618	133-294
1.618	133-174
1.000	133-100
0.618	133-054
HIGH	132-300
0.618	132-254
0.500	132-240
0.382	132-226
LOW	132-180
0.618	132-106
1.000	132-060
1.618	131-306
2.618	131-186
4.250	130-310

Fisher Pivots for day following 27-May-2021
Pivot	1 day	3 day
R1	132-240	132-260
PP	132-233	132-247
S1	132-227	132-233

Download as Excel Spreadsheet

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

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