ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 26-May-2021

Day Change Summary
	Previous	Current
	25-May-2021	26-May-2021	Change	Change %	Previous Week
Open	131-240	132-030	0-110	0.3%	131-185
High	132-050	132-055	0-005	0.0%	131-255
Low	131-230	131-305	0-075	0.2%	131-010
Close	132-025	132-010	-0-015	0.0%	131-175
Range	0-140	0-070	-0-070	-50.0%	0-245
ATR	0-144	0-139	-0-005	-3.7%	0-000
Volume	3,210,392	2,354,106	-856,286	-26.7%	1,086,234

Daily Pivots for day following 26-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-227	132-188	132-048
R3	132-157	132-118	132-029
R2	132-087	132-087	132-023
R1	132-048	132-048	132-016	132-032
PP	132-017	132-017	132-017	132-009
S1	131-298	131-298	132-004	131-282
S2	131-267	131-267	131-317
S3	131-197	131-228	131-311
S4	131-127	131-158	131-292

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-242	133-133	131-310
R3	132-317	132-208	131-242
R2	132-072	132-072	131-220
R1	131-283	131-283	131-197	131-215
PP	131-147	131-147	131-147	131-112
S1	131-038	131-038	131-153	130-290
S2	130-222	130-222	131-130
S3	129-297	130-113	131-108
S4	129-052	129-188	131-040

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-055	131-050	1-005	0.8%	0-104	0.2%	86%	True	False	1,593,731
10	132-055	130-315	1-060	0.9%	0-118	0.3%	88%	True	False	829,046
20	132-215	130-235	1-300	1.5%	0-142	0.3%	67%	False	False	420,258
40	132-215	129-295	2-240	2.1%	0-147	0.3%	77%	False	False	210,993

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-032
2.618	132-238
1.618	132-168
1.000	132-125
0.618	132-098
HIGH	132-055
0.618	132-028
0.500	132-020
0.382	132-012
LOW	131-305
0.618	131-262
1.000	131-235
1.618	131-192
2.618	131-122
4.250	131-008

Fisher Pivots for day following 26-May-2021
Pivot	1 day	3 day
R1	132-020	131-312
PP	132-017	131-295
S1	132-013	131-278

Download as Excel Spreadsheet

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

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