ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
132-135 |
132-080 |
-0-055 |
-0.1% |
132-225 |
| High |
132-215 |
132-145 |
-0-070 |
-0.2% |
132-305 |
| Low |
132-080 |
132-075 |
-0-005 |
0.0% |
131-270 |
| Close |
132-110 |
132-125 |
0-015 |
0.0% |
132-130 |
| Range |
0-135 |
0-070 |
-0-065 |
-48.1% |
1-035 |
| ATR |
0-161 |
0-154 |
-0-006 |
-4.0% |
0-000 |
| Volume |
1,189,252 |
998,216 |
-191,036 |
-16.1% |
8,984,478 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-005 |
132-295 |
132-164 |
|
| R3 |
132-255 |
132-225 |
132-144 |
|
| R2 |
132-185 |
132-185 |
132-138 |
|
| R1 |
132-155 |
132-155 |
132-131 |
132-170 |
| PP |
132-115 |
132-115 |
132-115 |
132-122 |
| S1 |
132-085 |
132-085 |
132-119 |
132-100 |
| S2 |
132-045 |
132-045 |
132-112 |
|
| S3 |
131-295 |
132-015 |
132-106 |
|
| S4 |
131-225 |
131-265 |
132-086 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-233 |
135-057 |
133-005 |
|
| R3 |
134-198 |
134-022 |
132-228 |
|
| R2 |
133-163 |
133-163 |
132-195 |
|
| R1 |
132-307 |
132-307 |
132-163 |
132-218 |
| PP |
132-128 |
132-128 |
132-128 |
132-084 |
| S1 |
131-272 |
131-272 |
132-097 |
131-182 |
| S2 |
131-093 |
131-093 |
132-065 |
|
| S3 |
130-058 |
130-237 |
132-032 |
|
| S4 |
129-023 |
129-202 |
131-255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-215 |
131-270 |
0-265 |
0.6% |
0-137 |
0.3% |
66% |
False |
False |
1,637,339 |
| 10 |
133-165 |
131-270 |
1-215 |
1.3% |
0-146 |
0.3% |
33% |
False |
False |
1,682,380 |
| 20 |
133-165 |
131-185 |
1-300 |
1.5% |
0-147 |
0.3% |
42% |
False |
False |
1,618,102 |
| 40 |
133-165 |
130-255 |
2-230 |
2.1% |
0-160 |
0.4% |
59% |
False |
False |
1,587,828 |
| 60 |
134-200 |
130-255 |
3-265 |
2.9% |
0-186 |
0.4% |
42% |
False |
False |
1,829,115 |
| 80 |
136-205 |
130-255 |
5-270 |
4.4% |
0-171 |
0.4% |
27% |
False |
False |
1,409,138 |
| 100 |
137-085 |
130-255 |
6-150 |
4.9% |
0-159 |
0.4% |
25% |
False |
False |
1,127,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-122 |
|
2.618 |
133-008 |
|
1.618 |
132-258 |
|
1.000 |
132-215 |
|
0.618 |
132-188 |
|
HIGH |
132-145 |
|
0.618 |
132-118 |
|
0.500 |
132-110 |
|
0.382 |
132-102 |
|
LOW |
132-075 |
|
0.618 |
132-032 |
|
1.000 |
132-005 |
|
1.618 |
131-282 |
|
2.618 |
131-212 |
|
4.250 |
131-098 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-120 |
132-138 |
| PP |
132-115 |
132-133 |
| S1 |
132-110 |
132-129 |
|