ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 132-240 133-110 0-190 0.4% 131-295
High 133-125 133-225 0-100 0.2% 132-255
Low 132-185 133-065 0-200 0.5% 131-285
Close 133-070 133-175 0-105 0.2% 132-215
Range 0-260 0-160 -0-100 -38.5% 0-290
ATR 0-160 0-160 0-000 0.0% 0-000
Volume 1,946,423 1,846,518 -99,905 -5.1% 6,152,441
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 134-315 134-245 133-263
R3 134-155 134-085 133-219
R2 133-315 133-315 133-204
R1 133-245 133-245 133-190 133-280
PP 133-155 133-155 133-155 133-172
S1 133-085 133-085 133-160 133-120
S2 132-315 132-315 133-146
S3 132-155 132-245 133-131
S4 131-315 132-085 133-087
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
5 133-225 132-060 1-165 1.1% 0-162 0.4% 90% True False 1,587,244
10 133-225 131-245 1-300 1.5% 0-140 0.3% 92% True False 1,372,492
20 133-225 131-140 2-085 1.7% 0-172 0.4% 93% True False 1,590,913
40 133-225 130-315 2-230 2.0% 0-149 0.3% 94% True False 1,282,824
60 133-225 130-170 3-055 2.4% 0-152 0.4% 95% True False 857,207
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-265
2.618 135-004
1.618 134-164
1.000 134-065
0.618 134-004
HIGH 133-225
0.618 133-164
0.500 133-145
0.382 133-126
LOW 133-065
0.618 132-286
1.000 132-225
1.618 132-126
2.618 131-286
4.250 131-025
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 133-165 133-113
PP 133-155 133-052
S1 133-145 132-310

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

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