ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
137-265 |
137-075 |
-0-190 |
-0.4% |
137-295 |
High |
137-295 |
137-095 |
-0-200 |
-0.5% |
138-035 |
Low |
137-030 |
136-270 |
-0-080 |
-0.2% |
137-215 |
Close |
137-065 |
136-305 |
-0-080 |
-0.2% |
138-025 |
Range |
0-265 |
0-145 |
-0-120 |
-45.3% |
0-140 |
ATR |
0-122 |
0-124 |
0-002 |
1.3% |
0-000 |
Volume |
2,672,939 |
1,719,014 |
-953,925 |
-35.7% |
2,979,326 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-125 |
138-040 |
137-065 |
|
R3 |
137-300 |
137-215 |
137-025 |
|
R2 |
137-155 |
137-155 |
137-012 |
|
R1 |
137-070 |
137-070 |
136-318 |
137-040 |
PP |
137-010 |
137-010 |
137-010 |
136-315 |
S1 |
136-245 |
136-245 |
136-292 |
136-215 |
S2 |
136-185 |
136-185 |
136-278 |
|
S3 |
136-040 |
136-100 |
136-265 |
|
S4 |
135-215 |
135-275 |
136-225 |
|
|
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 |
136-270 |
1-105 |
1.0% |
0-143 |
0.3% |
8% |
False |
True |
1,577,175 |
10 |
138-055 |
136-270 |
1-105 |
1.0% |
0-116 |
0.3% |
8% |
False |
True |
1,136,365 |
20 |
138-080 |
136-270 |
1-130 |
1.0% |
0-114 |
0.3% |
8% |
False |
True |
1,123,631 |
40 |
138-080 |
136-265 |
1-135 |
1.0% |
0-120 |
0.3% |
9% |
False |
False |
998,944 |
60 |
139-030 |
136-265 |
2-085 |
1.7% |
0-129 |
0.3% |
6% |
False |
False |
667,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-071 |
2.618 |
138-155 |
1.618 |
138-010 |
1.000 |
137-240 |
0.618 |
137-185 |
HIGH |
137-095 |
0.618 |
137-040 |
0.500 |
137-022 |
0.382 |
137-005 |
LOW |
136-270 |
0.618 |
136-180 |
1.000 |
136-125 |
1.618 |
136-035 |
2.618 |
135-210 |
4.250 |
134-294 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
137-022 |
137-160 |
PP |
137-010 |
137-102 |
S1 |
136-318 |
137-043 |
|