ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 09-Jun-2021

Day Change Summary
	Previous	Current
	08-Jun-2021	09-Jun-2021	Change	Change %	Previous Week
Open	133-020	133-095	0-075	0.2%	132-235
High	133-145	133-250	0-105	0.2%	133-045
Low	133-020	133-095	0-075	0.2%	132-160
Close	133-115	133-205	0-090	0.2%	133-040
Range	0-125	0-155	0-030	24.0%	0-205
ATR	0-132	0-133	0-002	1.3%	0-000
Volume	11,241	20,352	9,111	81.1%	90,801

Daily Pivots for day following 09-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-008	134-262	133-290
R3	134-173	134-107	133-248
R2	134-018	134-018	133-233
R1	133-272	133-272	133-219	133-305
PP	133-183	133-183	133-183	133-200
S1	133-117	133-117	133-191	133-150
S2	133-028	133-028	133-177
S3	132-193	132-282	133-162
S4	132-038	132-127	133-120

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	133-250	132-160	1-090	1.0%	0-131	0.3%	89%	True	False	13,185
10	133-250	132-160	1-090	1.0%	0-114	0.3%	89%	True	False	413,857
20	133-250	131-270	1-300	1.4%	0-124	0.3%	93%	True	False	1,205,184
40	133-250	131-185	2-065	1.6%	0-141	0.3%	94%	True	False	1,399,227
60	133-250	130-255	2-315	2.2%	0-154	0.4%	95%	True	False	1,497,136
80	135-130	130-255	4-195	3.4%	0-174	0.4%	62%	False	False	1,604,622
100	136-205	130-255	5-270	4.4%	0-160	0.4%	49%	False	False	1,286,808

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-269
2.618	135-016
1.618	134-181
1.000	134-085
0.618	134-026
HIGH	133-250
0.618	133-191
0.500	133-172
0.382	133-154
LOW	133-095
0.618	132-319
1.000	132-260
1.618	132-164
2.618	132-009
4.250	131-076

Fisher Pivots for day following 09-Jun-2021
Pivot	1 day	3 day
R1	133-194	133-176
PP	133-183	133-147
S1	133-172	133-118

Download as Excel Spreadsheet

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

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