ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
132-275 |
132-175 |
-0-100 |
-0.2% |
132-235 |
| High |
132-290 |
133-045 |
0-075 |
0.2% |
133-045 |
| Low |
132-165 |
132-160 |
-0-005 |
0.0% |
132-160 |
| Close |
132-170 |
133-040 |
0-190 |
0.4% |
133-040 |
| Range |
0-125 |
0-205 |
0-080 |
64.0% |
0-205 |
| ATR |
0-132 |
0-137 |
0-005 |
4.0% |
0-000 |
| Volume |
13,060 |
16,682 |
3,622 |
27.7% |
90,801 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-270 |
134-200 |
133-153 |
|
| R3 |
134-065 |
133-315 |
133-096 |
|
| R2 |
133-180 |
133-180 |
133-078 |
|
| R1 |
133-110 |
133-110 |
133-059 |
133-145 |
| PP |
132-295 |
132-295 |
132-295 |
132-312 |
| S1 |
132-225 |
132-225 |
133-021 |
132-260 |
| S2 |
132-090 |
132-090 |
133-002 |
|
| S3 |
131-205 |
132-020 |
132-304 |
|
| S4 |
131-000 |
131-135 |
132-247 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-270 |
134-200 |
133-153 |
|
| R3 |
134-065 |
133-315 |
133-096 |
|
| R2 |
133-180 |
133-180 |
133-078 |
|
| R1 |
133-110 |
133-110 |
133-059 |
133-145 |
| PP |
132-295 |
132-295 |
132-295 |
132-312 |
| S1 |
132-225 |
132-225 |
133-021 |
132-260 |
| S2 |
132-090 |
132-090 |
133-002 |
|
| S3 |
131-205 |
132-020 |
132-304 |
|
| S4 |
131-000 |
131-135 |
132-247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-045 |
132-160 |
0-205 |
0.5% |
0-124 |
0.3% |
98% |
True |
True |
54,300 |
| 10 |
133-045 |
132-120 |
0-245 |
0.6% |
0-111 |
0.3% |
98% |
True |
False |
1,221,694 |
| 20 |
133-165 |
131-270 |
1-215 |
1.3% |
0-135 |
0.3% |
77% |
False |
False |
1,494,195 |
| 40 |
133-165 |
131-120 |
2-045 |
1.6% |
0-146 |
0.3% |
82% |
False |
False |
1,510,757 |
| 60 |
133-165 |
130-255 |
2-230 |
2.0% |
0-159 |
0.4% |
86% |
False |
False |
1,591,282 |
| 80 |
136-000 |
130-255 |
5-065 |
3.9% |
0-174 |
0.4% |
45% |
False |
False |
1,605,330 |
| 100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-160 |
0.4% |
40% |
False |
False |
1,286,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-276 |
|
2.618 |
134-262 |
|
1.618 |
134-057 |
|
1.000 |
133-250 |
|
0.618 |
133-172 |
|
HIGH |
133-045 |
|
0.618 |
132-287 |
|
0.500 |
132-262 |
|
0.382 |
132-238 |
|
LOW |
132-160 |
|
0.618 |
132-033 |
|
1.000 |
131-275 |
|
1.618 |
131-148 |
|
2.618 |
130-263 |
|
4.250 |
129-249 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-008 |
133-008 |
| PP |
132-295 |
132-295 |
| S1 |
132-262 |
132-262 |
|