ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 132-080 132-090 0-010 0.0% 132-130
High 132-095 132-180 0-085 0.2% 132-300
Low 132-005 132-060 0-055 0.1% 131-245
Close 132-085 132-160 0-075 0.2% 131-275
Range 0-090 0-120 0-030 33.3% 1-055
ATR 0-156 0-153 -0-003 -1.6% 0-000
Volume 1,042,488 1,715,181 672,693 64.5% 7,105,982
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 133-173 133-127 132-226
R3 133-053 133-007 132-193
R2 132-253 132-253 132-182
R1 132-207 132-207 132-171 132-230
PP 132-133 132-133 132-133 132-145
S1 132-087 132-087 132-149 132-110
S2 132-013 132-013 132-138
S3 131-213 131-287 132-127
S4 131-093 131-167 132-094
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
5 132-180 131-245 0-255 0.6% 0-118 0.3% 92% True False 1,240,098
10 132-300 131-140 1-160 1.1% 0-162 0.4% 71% False False 1,568,976
20 133-065 131-140 1-245 1.3% 0-165 0.4% 60% False False 1,546,628
40 133-065 130-315 2-070 1.7% 0-148 0.3% 68% False False 1,128,243
60 133-065 130-170 2-215 2.0% 0-149 0.4% 74% False False 753,529
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 0-053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-050
2.618 133-174
1.618 133-054
1.000 132-300
0.618 132-254
HIGH 132-180
0.618 132-134
0.500 132-120
0.382 132-106
LOW 132-060
0.618 131-306
1.000 131-260
1.618 131-186
2.618 131-066
4.250 130-190
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 132-147 132-131
PP 132-133 132-102
S1 132-120 132-072

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

View Archives - Comment on this page... - Back to Index of Symbols