ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	132-230	132-275	0-045	0.1%	132-170
High	132-295	132-290	-0-005	0.0%	133-020
Low	132-215	132-165	-0-050	-0.1%	132-150
Close	132-275	132-170	-0-105	-0.2%	132-275
Range	0-080	0-125	0-045	56.3%	0-190
ATR	0-133	0-132	-0-001	-0.4%	0-000
Volume	13,754	13,060	-694	-5.0%	10,430,783

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-263	133-182	132-239
R3	133-138	133-057	132-204
R2	133-013	133-013	132-193
R1	132-252	132-252	132-181	132-230
PP	132-208	132-208	132-208	132-198
S1	132-127	132-127	132-159	132-105
S2	132-083	132-083	132-147
S3	131-278	132-002	132-136
S4	131-153	131-197	132-101

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-185	134-100	133-060
R3	133-315	133-230	133-007
R2	133-125	133-125	132-310
R1	133-040	133-040	132-292	133-082
PP	132-255	132-255	132-255	132-276
S1	132-170	132-170	132-258	132-212
S2	132-065	132-065	132-240
S3	131-195	131-300	132-223
S4	131-005	131-110	132-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-310	132-165	0-145	0.3%	0-107	0.3%	3%	False	True	248,032
10	133-020	132-010	1-010	0.8%	0-106	0.3%	48%	False	False	1,381,980
20	133-165	131-270	1-215	1.3%	0-129	0.3%	41%	False	False	1,561,694
40	133-165	131-120	2-045	1.6%	0-145	0.3%	54%	False	False	1,539,638
60	133-165	130-255	2-230	2.1%	0-158	0.4%	64%	False	False	1,624,563
80	136-000	130-255	5-065	3.9%	0-172	0.4%	33%	False	False	1,605,223
100	136-205	130-255	5-270	4.4%	0-160	0.4%	30%	False	False	1,286,353

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-181
2.618	133-297
1.618	133-172
1.000	133-095
0.618	133-047
HIGH	132-290
0.618	132-242
0.500	132-228
0.382	132-213
LOW	132-165
0.618	132-088
1.000	132-040
1.618	131-283
2.618	131-158
4.250	130-274

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	132-228	132-230
PP	132-208	132-210
S1	132-189	132-190

Download as Excel Spreadsheet

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

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