ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	131-200	132-015	0-135	0.3%	132-285
High	132-050	132-135	0-085	0.2%	132-295
Low	131-140	131-210	0-070	0.2%	131-140
Close	132-005	132-100	0-095	0.2%	132-100
Range	0-230	0-245	0-015	6.5%	1-155
ATR	0-160	0-166	0-006	3.8%	0-000
Volume	2,649,597	2,209,845	-439,752	-16.6%	9,305,041

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-137	134-043	132-235
R3	133-212	133-118	132-167
R2	132-287	132-287	132-145
R1	132-193	132-193	132-122	132-240
PP	132-042	132-042	132-042	132-065
S1	131-268	131-268	132-078	131-315
S2	131-117	131-117	132-055
S3	130-192	131-023	132-033
S4	129-267	130-098	131-285

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-217	135-313	133-041
R3	135-062	134-158	132-231
R2	133-227	133-227	132-187
R1	133-003	133-003	132-144	132-198
PP	132-072	132-072	132-072	132-009
S1	131-168	131-168	132-056	131-042
S2	130-237	130-237	132-013
S3	129-082	130-013	131-289
S4	127-247	128-178	131-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-295	131-140	1-155	1.1%	0-206	0.5%	59%	False	False	1,861,008
10	133-065	131-140	1-245	1.3%	0-182	0.4%	50%	False	False	1,696,912
20	133-065	131-140	1-245	1.3%	0-149	0.4%	50%	False	False	1,684,690
40	133-065	130-235	2-150	1.9%	0-150	0.4%	64%	False	False	859,182
60	133-065	129-250	3-135	2.6%	0-150	0.4%	74%	False	False	573,047

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-216
2.618	134-136
1.618	133-211
1.000	133-060
0.618	132-286
HIGH	132-135
0.618	132-041
0.500	132-012
0.382	131-304
LOW	131-210
0.618	131-059
1.000	130-285
1.618	130-134
2.618	129-209
4.250	128-129

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	132-071	132-071
PP	132-042	132-042
S1	132-012	132-012

Download as Excel Spreadsheet

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

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