ECBOT 10 Year T-Note Future September 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	132-035	132-125	0-090	0.2%	131-260
High	132-180	132-290	0-110	0.3%	132-075
Low	132-030	132-115	0-085	0.2%	131-180
Close	132-145	132-245	0-100	0.2%	132-065
Range	0-150	0-175	0-025	16.7%	0-215
ATR	0-135	0-137	0-003	2.1%	0-000
Volume	1,357,775	1,803,146	445,371	32.8%	5,526,530

Daily Pivots for day following 09-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-102	134-028	133-021
R3	133-247	133-173	132-293
R2	133-072	133-072	132-277
R1	132-318	132-318	132-261	133-035
PP	132-217	132-217	132-217	132-235
S1	132-143	132-143	132-229	132-180
S2	132-042	132-042	132-213
S3	131-187	131-288	132-197
S4	131-012	131-113	132-149

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-005	133-250	132-183
R3	133-110	133-035	132-124
R2	132-215	132-215	132-104
R1	132-140	132-140	132-085	132-178
PP	132-000	132-000	132-000	132-019
S1	131-245	131-245	132-045	131-282
S2	131-105	131-105	132-026
S3	130-210	131-030	132-006
S4	129-315	130-135	131-267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-290	131-180	1-110	1.0%	0-148	0.3%	90%	True	False	1,427,696
10	132-290	131-180	1-110	1.0%	0-126	0.3%	90%	True	False	1,533,280
20	132-290	130-315	1-295	1.4%	0-129	0.3%	93%	True	False	1,064,476
40	132-290	130-235	2-055	1.6%	0-141	0.3%	94%	True	False	535,430

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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-074
2.618	134-108
1.618	133-253
1.000	133-145
0.618	133-078
HIGH	132-290
0.618	132-223
0.500	132-202
0.382	132-182
LOW	132-115
0.618	132-007
1.000	131-260
1.618	131-152
2.618	130-297
4.250	130-011

Fisher Pivots for day following 09-Jun-2021
Pivot	1 day	3 day
R1	132-231	132-212
PP	132-217	132-180
S1	132-202	132-148

Download as Excel Spreadsheet

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

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