ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 22-Jun-2021

Day Change Summary
	Previous	Current
	21-Jun-2021	22-Jun-2021	Change	Change %	Previous Week
Open	132-130	132-055	-0-075	-0.2%	132-285
High	132-300	132-140	-0-160	-0.4%	132-295
Low	132-000	132-005	0-005	0.0%	131-140
Close	132-065	132-115	0-050	0.1%	132-100
Range	0-300	0-135	-0-165	-55.0%	1-155
ATR	0-175	0-173	-0-003	-1.6%	0-000
Volume	1,942,226	1,384,211	-558,015	-28.7%	9,305,041

Daily Pivots for day following 22-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-172	133-118	132-189
R3	133-037	132-303	132-152
R2	132-222	132-222	132-140
R1	132-168	132-168	132-127	132-195
PP	132-087	132-087	132-087	132-100
S1	132-033	132-033	132-103	132-060
S2	131-272	131-272	132-090
S3	131-137	131-218	132-078
S4	131-002	131-083	132-041

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%	0-252	0.6%	61%	False	False	2,066,289
10	133-065	131-140	1-245	1.3%	0-204	0.5%	52%	False	False	1,809,334
20	133-065	131-140	1-245	1.3%	0-163	0.4%	52%	False	False	1,741,670
40	133-065	130-235	2-150	1.9%	0-154	0.4%	66%	False	False	942,210
60	133-065	129-250	3-135	2.6%	0-154	0.4%	75%	False	False	628,485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134-074
2.618	133-173
1.618	133-038
1.000	132-275
0.618	132-223
HIGH	132-140
0.618	132-088
0.500	132-072
0.382	132-057
LOW	132-005
0.618	131-242
1.000	131-190
1.618	131-107
2.618	130-292
4.250	130-071

Fisher Pivots for day following 22-Jun-2021
Pivot	1 day	3 day
R1	132-101	132-108
PP	132-087	132-102
S1	132-072	132-095

Download as Excel Spreadsheet

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

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