ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 29-Jun-2021

Day Change Summary
	Previous	Current
	28-Jun-2021	29-Jun-2021	Change	Change %	Previous Week
Open	131-295	132-080	0-105	0.2%	132-130
High	132-105	132-095	-0-010	0.0%	132-300
Low	131-285	132-005	0-040	0.1%	131-245
Close	132-085	132-085	0-000	0.0%	131-275
Range	0-140	0-090	-0-050	-35.7%	1-055
ATR	0-161	0-156	-0-005	-3.2%	0-000
Volume	966,673	1,042,488	75,815	7.8%	7,105,982

Daily Pivots for day following 29-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-012	132-298	132-134
R3	132-242	132-208	132-110
R2	132-152	132-152	132-102
R1	132-118	132-118	132-093	132-135
PP	132-062	132-062	132-062	132-070
S1	132-028	132-028	132-077	132-045
S2	131-292	131-292	132-068
S3	131-202	131-258	132-060
S4	131-112	131-168	132-036

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-225	134-305	132-161
R3	134-170	133-250	132-058
R2	133-115	133-115	132-024
R1	132-195	132-195	131-309	132-128
PP	132-060	132-060	132-060	132-026
S1	131-140	131-140	131-241	131-072
S2	131-005	131-005	131-206
S3	129-270	130-085	131-172
S4	128-215	129-030	131-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-150	131-245	0-225	0.5%	0-117	0.3%	71%	False	False	1,157,741
10	132-300	131-140	1-160	1.1%	0-184	0.4%	55%	False	False	1,612,015
20	133-065	131-140	1-245	1.3%	0-164	0.4%	47%	False	False	1,508,366
40	133-065	130-315	2-070	1.7%	0-150	0.4%	58%	False	False	1,085,928
60	133-065	130-095	2-290	2.2%	0-150	0.4%	68%	False	False	724,943

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-158
2.618	133-011
1.618	132-241
1.000	132-185
0.618	132-151
HIGH	132-095
0.618	132-061
0.500	132-050
0.382	132-039
LOW	132-005
0.618	131-269
1.000	131-235
1.618	131-179
2.618	131-089
4.250	130-262

Fisher Pivots for day following 29-Jun-2021
Pivot	1 day	3 day
R1	132-073	132-062
PP	132-062	132-038
S1	132-050	132-015

Download as Excel Spreadsheet

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

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