ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
136-280 |
136-180 |
-0-100 |
-0.2% |
137-310 |
High |
136-295 |
136-240 |
-0-055 |
-0.1% |
138-055 |
Low |
136-165 |
136-095 |
-0-070 |
-0.2% |
136-165 |
Close |
136-210 |
136-135 |
-0-075 |
-0.2% |
136-210 |
Range |
0-130 |
0-145 |
0-015 |
11.5% |
1-210 |
ATR |
0-125 |
0-126 |
0-001 |
1.2% |
0-000 |
Volume |
2,385,260 |
1,552,850 |
-832,410 |
-34.9% |
9,419,050 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-272 |
137-188 |
136-215 |
|
R3 |
137-127 |
137-043 |
136-175 |
|
R2 |
136-302 |
136-302 |
136-162 |
|
R1 |
136-218 |
136-218 |
136-148 |
136-188 |
PP |
136-157 |
136-157 |
136-157 |
136-141 |
S1 |
136-073 |
136-073 |
136-122 |
136-042 |
S2 |
136-012 |
136-012 |
136-108 |
|
S3 |
135-187 |
135-248 |
136-095 |
|
S4 |
135-042 |
135-103 |
136-055 |
|
|
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 |
138-050 |
136-095 |
1-275 |
1.4% |
0-161 |
0.4% |
7% |
False |
True |
1,929,405 |
10 |
138-055 |
136-095 |
1-280 |
1.4% |
0-122 |
0.3% |
7% |
False |
True |
1,395,122 |
20 |
138-080 |
136-095 |
1-305 |
1.4% |
0-118 |
0.3% |
6% |
False |
True |
1,201,856 |
40 |
138-080 |
136-095 |
1-305 |
1.4% |
0-120 |
0.3% |
6% |
False |
True |
1,096,958 |
60 |
139-030 |
136-095 |
2-255 |
2.1% |
0-131 |
0.3% |
4% |
False |
True |
732,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-216 |
2.618 |
137-300 |
1.618 |
137-155 |
1.000 |
137-065 |
0.618 |
137-010 |
HIGH |
136-240 |
0.618 |
136-185 |
0.500 |
136-168 |
0.382 |
136-150 |
LOW |
136-095 |
0.618 |
136-005 |
1.000 |
135-270 |
1.618 |
135-180 |
2.618 |
135-035 |
4.250 |
134-119 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
136-168 |
136-255 |
PP |
136-157 |
136-215 |
S1 |
136-146 |
136-175 |
|