ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	132-015	132-130	0-115	0.3%	132-285
High	132-135	132-300	0-165	0.4%	132-295
Low	131-210	132-000	0-110	0.3%	131-140
Close	132-100	132-065	-0-035	-0.1%	132-100
Range	0-245	0-300	0-055	22.4%	1-155
ATR	0-166	0-175	0-010	5.8%	0-000
Volume	2,209,845	1,942,226	-267,619	-12.1%	9,305,041

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-062	134-203	132-230
R3	134-082	133-223	132-148
R2	133-102	133-102	132-120
R1	132-243	132-243	132-092	132-182
PP	132-122	132-122	132-122	132-091
S1	131-263	131-263	132-038	131-202
S2	131-142	131-142	132-010
S3	130-162	130-283	131-302
S4	129-182	129-303	131-220

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	132-300	131-140	1-160	1.1%	0-238	0.6%	51%	True	False	2,043,212
10	133-065	131-140	1-245	1.3%	0-205	0.5%	43%	False	False	1,806,691
20	133-065	131-140	1-245	1.3%	0-160	0.4%	43%	False	False	1,752,201
40	133-065	130-235	2-150	1.9%	0-154	0.4%	59%	False	False	907,711
60	133-065	129-250	3-135	2.6%	0-154	0.4%	71%	False	False	605,415

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	0-055
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136-295
2.618	135-125
1.618	134-145
1.000	133-280
0.618	133-165
HIGH	132-300
0.618	132-185
0.500	132-150
0.382	132-115
LOW	132-000
0.618	131-135
1.000	131-020
1.618	130-155
2.618	129-175
4.250	128-005

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	132-150	132-063
PP	132-122	132-062
S1	132-093	132-060

Download as Excel Spreadsheet

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

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