ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 137-310 138-050 0-060 0.1% 137-295
High 138-055 138-050 -0-005 0.0% 138-035
Low 137-260 137-250 -0-010 0.0% 137-215
Close 138-040 137-270 -0-090 -0.2% 138-025
Range 0-115 0-120 0-005 4.3% 0-140
ATR 0-110 0-111 0-001 0.6% 0-000
Volume 1,324,874 1,316,963 -7,911 -0.6% 2,979,326
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 139-017 138-263 138-016
R3 138-217 138-143 137-303
R2 138-097 138-097 137-292
R1 138-023 138-023 137-281 138-000
PP 137-297 137-297 137-297 137-285
S1 137-223 137-223 137-259 137-200
S2 137-177 137-177 137-248
S3 137-057 137-103 137-237
S4 136-257 136-303 137-204
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
5 138-055 137-240 0-135 0.3% 0-087 0.2% 22% False False 1,002,185
10 138-080 137-200 0-200 0.5% 0-100 0.2% 35% False False 904,624
20 138-080 137-090 0-310 0.7% 0-106 0.2% 58% False False 1,008,991
40 138-210 136-265 1-265 1.3% 0-126 0.3% 56% False False 889,739
60 139-030 136-265 2-085 1.6% 0-124 0.3% 45% False False 594,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 139-240
2.618 139-044
1.618 138-244
1.000 138-170
0.618 138-124
HIGH 138-050
0.618 138-004
0.500 137-310
0.382 137-296
LOW 137-250
0.618 137-176
1.000 137-130
1.618 137-056
2.618 136-256
4.250 136-060
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 137-310 137-312
PP 137-297 137-298
S1 137-283 137-284

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

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