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 |
|
|
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 |
|