ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
138-050 |
137-265 |
-0-105 |
-0.2% |
137-295 |
High |
138-050 |
137-295 |
-0-075 |
-0.2% |
138-035 |
Low |
137-250 |
137-030 |
-0-220 |
-0.5% |
137-215 |
Close |
137-270 |
137-065 |
-0-205 |
-0.5% |
138-025 |
Range |
0-120 |
0-265 |
0-145 |
120.8% |
0-140 |
ATR |
0-111 |
0-122 |
0-011 |
9.9% |
0-000 |
Volume |
1,316,963 |
2,672,939 |
1,355,976 |
103.0% |
2,979,326 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-285 |
139-120 |
137-211 |
|
R3 |
139-020 |
138-175 |
137-138 |
|
R2 |
138-075 |
138-075 |
137-114 |
|
R1 |
137-230 |
137-230 |
137-089 |
137-180 |
PP |
137-130 |
137-130 |
137-130 |
137-105 |
S1 |
136-285 |
136-285 |
137-041 |
136-235 |
S2 |
136-185 |
136-185 |
137-016 |
|
S3 |
135-240 |
136-020 |
136-312 |
|
S4 |
134-295 |
135-075 |
136-239 |
|
|
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 |
137-030 |
1-025 |
0.8% |
0-129 |
0.3% |
10% |
False |
True |
1,381,720 |
10 |
138-055 |
137-030 |
1-025 |
0.8% |
0-109 |
0.2% |
10% |
False |
True |
1,043,977 |
20 |
138-080 |
137-030 |
1-050 |
0.8% |
0-112 |
0.3% |
9% |
False |
True |
1,088,731 |
40 |
138-125 |
136-265 |
1-180 |
1.1% |
0-128 |
0.3% |
24% |
False |
False |
956,345 |
60 |
139-030 |
136-265 |
2-085 |
1.7% |
0-127 |
0.3% |
17% |
False |
False |
638,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-141 |
2.618 |
140-029 |
1.618 |
139-084 |
1.000 |
138-240 |
0.618 |
138-139 |
HIGH |
137-295 |
0.618 |
137-194 |
0.500 |
137-162 |
0.382 |
137-131 |
LOW |
137-030 |
0.618 |
136-186 |
1.000 |
136-085 |
1.618 |
135-241 |
2.618 |
134-296 |
4.250 |
133-184 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
137-162 |
137-202 |
PP |
137-130 |
137-157 |
S1 |
137-098 |
137-111 |
|