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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 2 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols