ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 132-125 132-050 -0-075 -0.2% 132-285
High 132-150 132-090 -0-060 -0.1% 132-295
Low 132-035 132-010 -0-025 -0.1% 131-140
Close 132-060 132-055 -0-005 0.0% 132-100
Range 0-115 0-080 -0-035 -30.4% 1-155
ATR 0-168 0-162 -0-006 -3.7% 0-000
Volume 1,303,395 1,169,861 -133,534 -10.2% 9,305,041
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 132-292 132-253 132-099
R3 132-212 132-173 132-077
R2 132-132 132-132 132-070
R1 132-093 132-093 132-062 132-112
PP 132-052 132-052 132-052 132-061
S1 132-013 132-013 132-048 132-032
S2 131-292 131-292 132-040
S3 131-212 131-253 132-033
S4 131-132 131-173 132-011
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 136-217 135-313 133-041
R3 135-062 134-158 132-231
R2 133-227 133-227 132-187
R1 133-003 133-003 132-144 132-198
PP 132-072 132-072 132-072 132-009
S1 131-168 131-168 132-056 131-042
S2 130-237 130-237 132-013
S3 129-082 130-013 131-289
S4 127-247 128-178 131-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-300 131-210 1-090 1.0% 0-175 0.4% 40% False False 1,601,907
10 133-065 131-140 1-245 1.3% 0-180 0.4% 42% False False 1,648,382
20 133-065 131-140 1-245 1.3% 0-162 0.4% 42% False False 1,587,107
40 133-065 130-235 2-150 1.9% 0-152 0.4% 58% False False 1,003,683
60 133-065 129-295 3-090 2.5% 0-152 0.4% 69% False False 669,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-052
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-110
2.618 132-299
1.618 132-219
1.000 132-170
0.618 132-139
HIGH 132-090
0.618 132-059
0.500 132-050
0.382 132-041
LOW 132-010
0.618 131-281
1.000 131-250
1.618 131-201
2.618 131-121
4.250 130-310
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 132-053 132-078
PP 132-052 132-070
S1 132-050 132-062

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

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