ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
137-075 |
136-280 |
-0-115 |
-0.3% |
137-310 |
High |
137-095 |
136-295 |
-0-120 |
-0.3% |
138-055 |
Low |
136-270 |
136-165 |
-0-105 |
-0.2% |
136-165 |
Close |
136-305 |
136-210 |
-0-095 |
-0.2% |
136-210 |
Range |
0-145 |
0-130 |
-0-015 |
-10.3% |
1-210 |
ATR |
0-124 |
0-125 |
0-001 |
0.9% |
0-000 |
Volume |
1,719,014 |
2,385,260 |
666,246 |
38.8% |
9,419,050 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-293 |
137-222 |
136-282 |
|
R3 |
137-163 |
137-092 |
136-246 |
|
R2 |
137-033 |
137-033 |
136-234 |
|
R1 |
136-282 |
136-282 |
136-222 |
136-252 |
PP |
136-223 |
136-223 |
136-223 |
136-209 |
S1 |
136-152 |
136-152 |
136-198 |
136-122 |
S2 |
136-093 |
136-093 |
136-186 |
|
S3 |
135-283 |
136-022 |
136-174 |
|
S4 |
135-153 |
135-212 |
136-138 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-027 |
141-008 |
137-182 |
|
R3 |
140-137 |
139-118 |
137-036 |
|
R2 |
138-247 |
138-247 |
136-307 |
|
R1 |
137-228 |
137-228 |
136-259 |
137-132 |
PP |
137-037 |
137-037 |
137-037 |
136-309 |
S1 |
136-018 |
136-018 |
136-161 |
135-242 |
S2 |
135-147 |
135-147 |
136-113 |
|
S3 |
133-257 |
134-128 |
136-064 |
|
S4 |
132-047 |
132-238 |
135-238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-055 |
136-165 |
1-210 |
1.2% |
0-155 |
0.4% |
8% |
False |
True |
1,883,810 |
10 |
138-055 |
136-165 |
1-210 |
1.2% |
0-114 |
0.3% |
8% |
False |
True |
1,265,484 |
20 |
138-080 |
136-165 |
1-235 |
1.3% |
0-116 |
0.3% |
8% |
False |
True |
1,186,992 |
40 |
138-080 |
136-165 |
1-235 |
1.3% |
0-120 |
0.3% |
8% |
False |
True |
1,058,307 |
60 |
139-030 |
136-165 |
2-185 |
1.9% |
0-129 |
0.3% |
5% |
False |
True |
707,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-208 |
2.618 |
137-315 |
1.618 |
137-185 |
1.000 |
137-105 |
0.618 |
137-055 |
HIGH |
136-295 |
0.618 |
136-245 |
0.500 |
136-230 |
0.382 |
136-215 |
LOW |
136-165 |
0.618 |
136-085 |
1.000 |
136-035 |
1.618 |
135-275 |
2.618 |
135-145 |
4.250 |
134-252 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
136-230 |
137-070 |
PP |
136-223 |
137-010 |
S1 |
136-217 |
136-270 |
|