ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 137-310 137-310 0-000 0.0% 137-295
High 138-035 138-055 0-020 0.0% 138-035
Low 137-285 137-260 -0-025 -0.1% 137-215
Close 138-025 138-040 0-015 0.0% 138-025
Range 0-070 0-115 0-045 64.3% 0-140
ATR 0-110 0-110 0-000 0.3% 0-000
Volume 852,085 1,324,874 472,789 55.5% 2,979,326
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 139-037 138-313 138-103
R3 138-242 138-198 138-072
R2 138-127 138-127 138-061
R1 138-083 138-083 138-051 138-105
PP 138-012 138-012 138-012 138-022
S1 137-288 137-288 138-029 137-310
S2 137-217 137-217 138-019
S3 137-102 137-173 138-008
S4 136-307 137-058 137-297
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 139-085 139-035 138-102
R3 138-265 138-215 138-064
R2 138-125 138-125 138-051
R1 138-075 138-075 138-038 138-100
PP 137-305 137-305 137-305 137-318
S1 137-255 137-255 138-012 137-280
S2 137-165 137-165 137-319
S3 137-025 137-115 137-306
S4 136-205 136-295 137-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-055 137-215 0-160 0.4% 0-083 0.2% 91% True False 860,840
10 138-080 137-200 0-200 0.5% 0-094 0.2% 80% False False 853,019
20 138-080 137-075 1-005 0.7% 0-110 0.2% 88% False False 1,016,695
40 138-300 136-265 2-035 1.5% 0-127 0.3% 61% False False 856,970
60 139-030 136-265 2-085 1.6% 0-123 0.3% 57% False False 572,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139-224
2.618 139-036
1.618 138-241
1.000 138-170
0.618 138-126
HIGH 138-055
0.618 138-011
0.500 137-318
0.382 137-304
LOW 137-260
0.618 137-189
1.000 137-145
1.618 137-074
2.618 136-279
4.250 136-091
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 138-026 138-022
PP 138-012 138-005
S1 137-318 137-308

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

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