ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 02-Jul-2021

Day Change Summary
	Previous	Current
	01-Jul-2021	02-Jul-2021	Change	Change %	Previous Week
Open	132-100	132-120	0-020	0.0%	131-295
High	132-150	132-255	0-105	0.2%	132-255
Low	132-060	132-075	0-015	0.0%	131-285
Close	132-085	132-215	0-130	0.3%	132-215
Range	0-090	0-180	0-090	100.0%	0-290
ATR	0-150	0-152	0-002	1.4%	0-000
Volume	1,124,574	1,303,525	178,951	15.9%	6,152,441

Daily Pivots for day following 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-082	134-008	132-314
R3	133-222	133-148	132-264
R2	133-042	133-042	132-248
R1	132-288	132-288	132-232	133-005
PP	132-182	132-182	132-182	132-200
S1	132-108	132-108	132-198	132-145
S2	132-002	132-002	132-182
S3	131-142	131-248	132-166
S4	130-282	131-068	132-116

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-055	134-265	133-054
R3	134-085	133-295	132-295
R2	133-115	133-115	132-268
R1	133-005	133-005	132-242	133-060
PP	132-145	132-145	132-145	132-172
S1	132-035	132-035	132-188	132-090
S2	131-175	131-175	132-162
S3	130-205	131-065	132-135
S4	129-235	130-095	132-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-255	131-285	0-290	0.7%	0-124	0.3%	86%	True	False	1,230,488
10	132-300	131-245	1-055	0.9%	0-141	0.3%	77%	False	False	1,325,842
20	133-065	131-140	1-245	1.3%	0-161	0.4%	70%	False	False	1,511,377
40	133-065	130-315	2-070	1.7%	0-149	0.4%	76%	False	False	1,188,721
60	133-065	130-170	2-215	2.0%	0-150	0.4%	80%	False	False	793,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	135-060
2.618	134-086
1.618	133-226
1.000	133-115
0.618	133-046
HIGH	132-255
0.618	132-186
0.500	132-165
0.382	132-144
LOW	132-075
0.618	131-284
1.000	131-215
1.618	131-104
2.618	130-244
4.250	129-270

Fisher Pivots for day following 02-Jul-2021
Pivot	1 day	3 day
R1	132-198	132-196
PP	132-182	132-177
S1	132-165	132-158

Download as Excel Spreadsheet

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

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