ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
133-030 |
133-020 |
-0-010 |
0.0% |
132-235 |
| High |
133-030 |
133-145 |
0-115 |
0.3% |
133-045 |
| Low |
132-305 |
133-020 |
0-035 |
0.1% |
132-160 |
| Close |
133-010 |
133-115 |
0-105 |
0.2% |
133-040 |
| Range |
0-045 |
0-125 |
0-080 |
177.8% |
0-205 |
| ATR |
0-131 |
0-132 |
0-000 |
0.2% |
0-000 |
| Volume |
4,593 |
11,241 |
6,648 |
144.7% |
90,801 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-148 |
134-097 |
133-184 |
|
| R3 |
134-023 |
133-292 |
133-149 |
|
| R2 |
133-218 |
133-218 |
133-138 |
|
| R1 |
133-167 |
133-167 |
133-126 |
133-192 |
| PP |
133-093 |
133-093 |
133-093 |
133-106 |
| S1 |
133-042 |
133-042 |
133-104 |
133-068 |
| S2 |
132-288 |
132-288 |
133-092 |
|
| S3 |
132-163 |
132-237 |
133-081 |
|
| S4 |
132-038 |
132-112 |
133-046 |
|
|
| 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 |
133-145 |
132-160 |
0-305 |
0.7% |
0-116 |
0.3% |
90% |
True |
False |
11,866 |
| 10 |
133-145 |
132-160 |
0-305 |
0.7% |
0-113 |
0.3% |
90% |
True |
False |
817,030 |
| 20 |
133-145 |
131-270 |
1-195 |
1.2% |
0-122 |
0.3% |
94% |
True |
False |
1,282,897 |
| 40 |
133-165 |
131-120 |
2-045 |
1.6% |
0-143 |
0.3% |
93% |
False |
False |
1,442,408 |
| 60 |
133-165 |
130-255 |
2-230 |
2.0% |
0-154 |
0.4% |
94% |
False |
False |
1,520,939 |
| 80 |
135-280 |
130-255 |
5-025 |
3.8% |
0-174 |
0.4% |
50% |
False |
False |
1,604,794 |
| 100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-159 |
0.4% |
44% |
False |
False |
1,286,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-036 |
|
2.618 |
134-152 |
|
1.618 |
134-027 |
|
1.000 |
133-270 |
|
0.618 |
133-222 |
|
HIGH |
133-145 |
|
0.618 |
133-097 |
|
0.500 |
133-082 |
|
0.382 |
133-068 |
|
LOW |
133-020 |
|
0.618 |
132-263 |
|
1.000 |
132-215 |
|
1.618 |
132-138 |
|
2.618 |
132-013 |
|
4.250 |
131-129 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-104 |
133-074 |
| PP |
133-093 |
133-033 |
| S1 |
133-082 |
132-312 |
|