ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	132-125	132-230	0-105	0.2%	131-260
High	132-290	133-040	0-070	0.2%	132-075
Low	132-115	132-100	-0-015	0.0%	131-180
Close	132-245	132-300	0-055	0.1%	132-065
Range	0-175	0-260	0-085	48.6%	0-215
ATR	0-137	0-146	0-009	6.4%	0-000
Volume	1,803,146	2,279,633	476,487	26.4%	5,526,530

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-073	134-287	133-123
R3	134-133	134-027	133-052
R2	133-193	133-193	133-028
R1	133-087	133-087	133-004	133-140
PP	132-253	132-253	132-253	132-280
S1	132-147	132-147	132-276	132-200
S2	131-313	131-313	132-252
S3	131-053	131-207	132-228
S4	130-113	130-267	132-157

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	133-040	131-180	1-180	1.2%	0-173	0.4%	88%	True	False	1,649,438
10	133-040	131-180	1-180	1.2%	0-144	0.3%	88%	True	False	1,525,833
20	133-040	130-315	2-045	1.6%	0-131	0.3%	91%	True	False	1,177,439
40	133-040	130-235	2-125	1.8%	0-145	0.3%	92%	True	False	592,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	136-185
2.618	135-081
1.618	134-141
1.000	133-300
0.618	133-201
HIGH	133-040
0.618	132-261
0.500	132-230
0.382	132-199
LOW	132-100
0.618	131-259
1.000	131-160
1.618	130-319
2.618	130-059
4.250	128-275

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	132-277	132-265
PP	132-253	132-230
S1	132-230	132-195

Download as Excel Spreadsheet

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

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