ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
132-185 |
132-225 |
0-040 |
0.1% |
132-015 |
| High |
133-165 |
132-305 |
-0-180 |
-0.4% |
133-165 |
| Low |
132-175 |
132-180 |
0-005 |
0.0% |
131-265 |
| Close |
132-240 |
132-195 |
-0-045 |
-0.1% |
132-240 |
| Range |
0-310 |
0-125 |
-0-185 |
-59.7% |
1-220 |
| ATR |
0-172 |
0-168 |
-0-003 |
-1.9% |
0-000 |
| Volume |
2,831,157 |
1,410,630 |
-1,420,527 |
-50.2% |
9,181,384 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-282 |
133-203 |
132-264 |
|
| R3 |
133-157 |
133-078 |
132-229 |
|
| R2 |
133-032 |
133-032 |
132-218 |
|
| R1 |
132-273 |
132-273 |
132-206 |
132-250 |
| PP |
132-227 |
132-227 |
132-227 |
132-215 |
| S1 |
132-148 |
132-148 |
132-184 |
132-125 |
| S2 |
132-102 |
132-102 |
132-172 |
|
| S3 |
131-297 |
132-023 |
132-161 |
|
| S4 |
131-172 |
131-218 |
132-126 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-243 |
136-302 |
133-217 |
|
| R3 |
136-023 |
135-082 |
133-068 |
|
| R2 |
134-123 |
134-123 |
133-019 |
|
| R1 |
133-182 |
133-182 |
132-290 |
133-312 |
| PP |
132-223 |
132-223 |
132-223 |
132-289 |
| S1 |
131-282 |
131-282 |
132-190 |
132-092 |
| S2 |
131-003 |
131-003 |
132-141 |
|
| S3 |
129-103 |
130-062 |
132-092 |
|
| S4 |
127-203 |
128-162 |
131-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-165 |
132-050 |
1-115 |
1.0% |
0-171 |
0.4% |
33% |
False |
False |
1,810,337 |
| 10 |
133-165 |
131-185 |
1-300 |
1.5% |
0-166 |
0.4% |
53% |
False |
False |
1,735,359 |
| 20 |
133-165 |
131-120 |
2-045 |
1.6% |
0-164 |
0.4% |
58% |
False |
False |
1,601,920 |
| 40 |
133-165 |
130-255 |
2-230 |
2.1% |
0-170 |
0.4% |
67% |
False |
False |
1,639,960 |
| 60 |
135-280 |
130-255 |
5-025 |
3.8% |
0-191 |
0.4% |
36% |
False |
False |
1,712,092 |
| 80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-169 |
0.4% |
31% |
False |
False |
1,287,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-196 |
|
2.618 |
133-312 |
|
1.618 |
133-187 |
|
1.000 |
133-110 |
|
0.618 |
133-062 |
|
HIGH |
132-305 |
|
0.618 |
132-257 |
|
0.500 |
132-242 |
|
0.382 |
132-228 |
|
LOW |
132-180 |
|
0.618 |
132-103 |
|
1.000 |
132-055 |
|
1.618 |
131-298 |
|
2.618 |
131-173 |
|
4.250 |
130-289 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-242 |
133-005 |
| PP |
132-227 |
132-282 |
| S1 |
132-211 |
132-238 |
|