ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	132-090	132-100	0-010	0.0%	132-130
High	132-180	132-150	-0-030	-0.1%	132-300
Low	132-060	132-060	0-000	0.0%	131-245
Close	132-160	132-085	-0-075	-0.2%	131-275
Range	0-120	0-090	-0-030	-25.0%	1-055
ATR	0-153	0-150	-0-004	-2.5%	0-000
Volume	1,715,181	1,124,574	-590,607	-34.4%	7,105,982

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-048	132-317	132-134
R3	132-278	132-227	132-110
R2	132-188	132-188	132-102
R1	132-137	132-137	132-093	132-118
PP	132-098	132-098	132-098	132-089
S1	132-047	132-047	132-077	132-028
S2	132-008	132-008	132-068
S3	131-238	131-277	132-060
S4	131-148	131-187	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	132-180	131-245	0-255	0.6%	0-120	0.3%	63%	False	False	1,220,204
10	132-300	131-210	1-090	1.0%	0-148	0.3%	48%	False	False	1,416,474
20	133-065	131-140	1-245	1.3%	0-163	0.4%	47%	False	False	1,544,310
40	133-065	130-315	2-070	1.7%	0-146	0.3%	58%	False	False	1,156,215
60	133-065	130-170	2-215	2.0%	0-149	0.4%	65%	False	False	772,271

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-212
2.618	133-066
1.618	132-296
1.000	132-240
0.618	132-206
HIGH	132-150
0.618	132-116
0.500	132-105
0.382	132-094
LOW	132-060
0.618	132-004
1.000	131-290
1.618	131-234
2.618	131-144
4.250	130-318

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	132-105	132-092
PP	132-098	132-090
S1	132-092	132-088

Download as Excel Spreadsheet

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

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