ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	133-215	133-300	0-085	0.2%	133-030
High	133-315	134-020	0-025	0.1%	134-020
Low	133-075	133-205	0-130	0.3%	132-305
Close	133-255	133-225	-0-030	-0.1%	133-225
Range	0-240	0-135	-0-105	-43.8%	1-035
ATR	0-141	0-140	0-000	-0.3%	0-000
Volume	9,921	16,823	6,902	69.6%	62,930

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-022	134-258	133-299
R3	134-207	134-123	133-262
R2	134-072	134-072	133-250
R1	133-308	133-308	133-237	133-282
PP	133-257	133-257	133-257	133-244
S1	133-173	133-173	133-213	133-148
S2	133-122	133-122	133-200
S3	132-307	133-038	133-188
S4	132-172	132-223	133-151

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-288	136-132	134-100
R3	135-253	135-097	134-003
R2	134-218	134-218	133-290
R1	134-062	134-062	133-258	134-140
PP	133-183	133-183	133-183	133-222
S1	133-027	133-027	133-192	133-105
S2	132-148	132-148	133-160
S3	131-113	131-312	133-127
S4	130-078	130-277	133-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-020	132-305	1-035	0.8%	0-140	0.3%	68%	True	False	12,586
10	134-020	132-160	1-180	1.2%	0-132	0.3%	77%	True	False	33,443
20	134-020	131-300	2-040	1.6%	0-124	0.3%	83%	True	False	987,000
40	134-020	131-185	2-155	1.9%	0-140	0.3%	86%	True	False	1,310,491
60	134-020	130-255	3-085	2.4%	0-155	0.4%	89%	True	False	1,430,180
80	134-305	130-255	4-050	3.1%	0-173	0.4%	70%	False	False	1,601,431
100	136-205	130-255	5-270	4.4%	0-161	0.4%	50%	False	False	1,287,040
120	137-085	130-255	6-150	4.8%	0-151	0.4%	45%	False	False	1,072,629

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-274
2.618	135-053
1.618	134-238
1.000	134-155
0.618	134-103
HIGH	134-020
0.618	133-288
0.500	133-272
0.382	133-257
LOW	133-205
0.618	133-122
1.000	133-070
1.618	132-307
2.618	132-172
4.250	131-271

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	133-272	133-219
PP	133-257	133-213
S1	133-241	133-208

Download as Excel Spreadsheet

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

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