ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
132-180 |
132-270 |
0-090 |
0.2% |
133-245 |
| High |
133-015 |
133-100 |
0-085 |
0.2% |
133-255 |
| Low |
132-130 |
132-190 |
0-060 |
0.1% |
132-130 |
| Close |
132-290 |
133-050 |
0-080 |
0.2% |
133-050 |
| Range |
0-205 |
0-230 |
0-025 |
12.2% |
1-125 |
| ATR |
0-153 |
0-158 |
0-006 |
3.6% |
0-000 |
| Volume |
8,405 |
3,522 |
-4,883 |
-58.1% |
29,249 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-057 |
134-283 |
133-176 |
|
| R3 |
134-147 |
134-053 |
133-113 |
|
| R2 |
133-237 |
133-237 |
133-092 |
|
| R1 |
133-143 |
133-143 |
133-071 |
133-190 |
| PP |
133-007 |
133-007 |
133-007 |
133-030 |
| S1 |
132-233 |
132-233 |
133-029 |
132-280 |
| S2 |
132-097 |
132-097 |
133-008 |
|
| S3 |
131-187 |
132-003 |
132-307 |
|
| S4 |
130-277 |
131-093 |
132-244 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-093 |
136-197 |
133-295 |
|
| R3 |
135-288 |
135-072 |
133-172 |
|
| R2 |
134-163 |
134-163 |
133-132 |
|
| R1 |
133-267 |
133-267 |
133-091 |
133-152 |
| PP |
133-038 |
133-038 |
133-038 |
132-301 |
| S1 |
132-142 |
132-142 |
133-009 |
132-028 |
| S2 |
131-233 |
131-233 |
132-288 |
|
| S3 |
130-108 |
131-017 |
132-248 |
|
| S4 |
128-303 |
129-212 |
132-125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-255 |
132-130 |
1-125 |
1.0% |
0-194 |
0.5% |
54% |
False |
False |
5,849 |
| 10 |
134-020 |
132-130 |
1-210 |
1.2% |
0-167 |
0.4% |
45% |
False |
False |
9,217 |
| 20 |
134-020 |
132-120 |
1-220 |
1.3% |
0-139 |
0.3% |
46% |
False |
False |
615,455 |
| 40 |
134-020 |
131-185 |
2-155 |
1.9% |
0-146 |
0.3% |
64% |
False |
False |
1,140,137 |
| 60 |
134-020 |
130-255 |
3-085 |
2.5% |
0-153 |
0.4% |
72% |
False |
False |
1,270,473 |
| 80 |
134-065 |
130-255 |
3-130 |
2.6% |
0-174 |
0.4% |
69% |
False |
False |
1,500,225 |
| 100 |
136-205 |
130-255 |
5-270 |
4.4% |
0-166 |
0.4% |
40% |
False |
False |
1,286,755 |
| 120 |
137-085 |
130-255 |
6-150 |
4.9% |
0-158 |
0.4% |
36% |
False |
False |
1,072,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-118 |
|
2.618 |
135-062 |
|
1.618 |
134-152 |
|
1.000 |
134-010 |
|
0.618 |
133-242 |
|
HIGH |
133-100 |
|
0.618 |
133-012 |
|
0.500 |
132-305 |
|
0.382 |
132-278 |
|
LOW |
132-190 |
|
0.618 |
132-048 |
|
1.000 |
131-280 |
|
1.618 |
131-138 |
|
2.618 |
130-228 |
|
4.250 |
129-172 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-028 |
133-031 |
| PP |
133-007 |
133-012 |
| S1 |
132-305 |
132-312 |
|