ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 132-120 132-240 0-120 0.3% 131-295
High 132-255 133-125 0-190 0.4% 132-255
Low 132-075 132-185 0-110 0.3% 131-285
Close 132-215 133-070 0-175 0.4% 132-215
Range 0-180 0-260 0-080 44.4% 0-290
ATR 0-152 0-160 0-008 5.1% 0-000
Volume 1,303,525 1,946,423 642,898 49.3% 6,152,441
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 135-160 135-055 133-213
R3 134-220 134-115 133-142
R2 133-280 133-280 133-118
R1 133-175 133-175 133-094 133-228
PP 133-020 133-020 133-020 133-046
S1 132-235 132-235 133-046 132-288
S2 132-080 132-080 133-022
S3 131-140 131-295 132-318
S4 130-200 131-035 132-247
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
5 133-125 132-005 1-120 1.0% 0-148 0.3% 88% True False 1,426,438
10 133-125 131-245 1-200 1.2% 0-137 0.3% 89% True False 1,326,262
20 133-125 131-140 1-305 1.5% 0-171 0.4% 91% True False 1,566,476
40 133-125 130-315 2-130 1.8% 0-148 0.3% 93% True False 1,236,968
60 133-125 130-170 2-275 2.1% 0-151 0.4% 94% True False 826,434
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 0-036
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 136-270
2.618 135-166
1.618 134-226
1.000 134-065
0.618 133-286
HIGH 133-125
0.618 133-026
0.500 132-315
0.382 132-284
LOW 132-185
0.618 132-024
1.000 131-245
1.618 131-084
2.618 130-144
4.250 129-040
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 133-045 133-024
PP 133-020 132-298
S1 132-315 132-252

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

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