ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
136-180 |
136-100 |
-0-080 |
-0.2% |
137-310 |
| High |
136-240 |
136-145 |
-0-095 |
-0.2% |
138-055 |
| Low |
136-095 |
136-010 |
-0-085 |
-0.2% |
136-165 |
| Close |
136-135 |
136-125 |
-0-010 |
0.0% |
136-210 |
| Range |
0-145 |
0-135 |
-0-010 |
-6.9% |
1-210 |
| ATR |
0-126 |
0-127 |
0-001 |
0.5% |
0-000 |
| Volume |
1,552,850 |
2,097,810 |
544,960 |
35.1% |
9,419,050 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-178 |
137-127 |
136-199 |
|
| R3 |
137-043 |
136-312 |
136-162 |
|
| R2 |
136-228 |
136-228 |
136-150 |
|
| R1 |
136-177 |
136-177 |
136-137 |
136-202 |
| PP |
136-093 |
136-093 |
136-093 |
136-106 |
| S1 |
136-042 |
136-042 |
136-113 |
136-068 |
| S2 |
135-278 |
135-278 |
136-100 |
|
| S3 |
135-143 |
135-227 |
136-088 |
|
| S4 |
135-008 |
135-092 |
136-051 |
|
|
| 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 |
137-295 |
136-010 |
1-285 |
1.4% |
0-164 |
0.4% |
19% |
False |
True |
2,085,574 |
| 10 |
138-055 |
136-010 |
2-045 |
1.6% |
0-126 |
0.3% |
17% |
False |
True |
1,543,880 |
| 20 |
138-080 |
136-010 |
2-070 |
1.6% |
0-119 |
0.3% |
16% |
False |
True |
1,248,844 |
| 40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-118 |
0.3% |
16% |
False |
True |
1,149,043 |
| 60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-131 |
0.3% |
12% |
False |
True |
767,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-079 |
|
2.618 |
137-178 |
|
1.618 |
137-043 |
|
1.000 |
136-280 |
|
0.618 |
136-228 |
|
HIGH |
136-145 |
|
0.618 |
136-093 |
|
0.500 |
136-078 |
|
0.382 |
136-062 |
|
LOW |
136-010 |
|
0.618 |
135-247 |
|
1.000 |
135-195 |
|
1.618 |
135-112 |
|
2.618 |
134-297 |
|
4.250 |
134-076 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
136-109 |
136-152 |
| PP |
136-093 |
136-143 |
| S1 |
136-078 |
136-134 |
|