ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	132-055	132-125	0-070	0.2%	132-285
High	132-140	132-150	0-010	0.0%	132-295
Low	132-005	132-035	0-030	0.1%	131-140
Close	132-115	132-060	-0-055	-0.1%	132-100
Range	0-135	0-115	-0-020	-14.8%	1-155
ATR	0-173	0-168	-0-004	-2.4%	0-000
Volume	1,384,211	1,303,395	-80,816	-5.8%	9,305,041

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-107	133-038	132-123
R3	132-312	132-243	132-092
R2	132-197	132-197	132-081
R1	132-128	132-128	132-071	132-105
PP	132-082	132-082	132-082	132-070
S1	132-013	132-013	132-049	131-310
S2	131-287	131-287	132-039
S3	131-172	131-218	132-028
S4	131-057	131-103	131-317

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%	0-205	0.5%	50%	False	False	1,897,854
10	133-065	131-140	1-245	1.3%	0-198	0.5%	42%	False	False	1,759,359
20	133-065	131-140	1-245	1.3%	0-162	0.4%	42%	False	False	1,646,320
40	133-065	130-235	2-150	1.9%	0-154	0.4%	59%	False	False	974,668
60	133-065	129-250	3-135	2.6%	0-153	0.4%	70%	False	False	650,208

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-061
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-319
2.618	133-131
1.618	133-016
1.000	132-265
0.618	132-221
HIGH	132-150
0.618	132-106
0.500	132-092
0.382	132-079
LOW	132-035
0.618	131-284
1.000	131-240
1.618	131-169
2.618	131-054
4.250	130-186

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	132-092	132-150
PP	132-082	132-120
S1	132-071	132-090

Download as Excel Spreadsheet

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

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