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 |
|
|
|
| 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 |
|