ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
136-100 |
136-135 |
0-035 |
0.1% |
137-310 |
High |
136-145 |
136-275 |
0-130 |
0.3% |
138-055 |
Low |
136-010 |
136-120 |
0-110 |
0.3% |
136-165 |
Close |
136-125 |
136-245 |
0-120 |
0.3% |
136-210 |
Range |
0-135 |
0-155 |
0-020 |
14.8% |
1-210 |
ATR |
0-127 |
0-129 |
0-002 |
1.6% |
0-000 |
Volume |
2,097,810 |
1,877,583 |
-220,227 |
-10.5% |
9,419,050 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-038 |
137-297 |
137-010 |
|
R3 |
137-203 |
137-142 |
136-288 |
|
R2 |
137-048 |
137-048 |
136-273 |
|
R1 |
136-307 |
136-307 |
136-259 |
137-018 |
PP |
136-213 |
136-213 |
136-213 |
136-229 |
S1 |
136-152 |
136-152 |
136-231 |
136-182 |
S2 |
136-058 |
136-058 |
136-217 |
|
S3 |
135-223 |
135-317 |
136-202 |
|
S4 |
135-068 |
135-162 |
136-160 |
|
|
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 |
137-095 |
136-010 |
1-085 |
0.9% |
0-142 |
0.3% |
58% |
False |
False |
1,926,503 |
10 |
138-055 |
136-010 |
2-045 |
1.6% |
0-136 |
0.3% |
34% |
False |
False |
1,654,111 |
20 |
138-080 |
136-010 |
2-070 |
1.6% |
0-120 |
0.3% |
33% |
False |
False |
1,291,152 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-120 |
0.3% |
33% |
False |
False |
1,195,585 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-132 |
0.3% |
25% |
False |
False |
799,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-294 |
2.618 |
138-041 |
1.618 |
137-206 |
1.000 |
137-110 |
0.618 |
137-051 |
HIGH |
136-275 |
0.618 |
136-216 |
0.500 |
136-198 |
0.382 |
136-179 |
LOW |
136-120 |
0.618 |
136-024 |
1.000 |
135-285 |
1.618 |
135-189 |
2.618 |
135-034 |
4.250 |
134-101 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
136-229 |
136-211 |
PP |
136-213 |
136-177 |
S1 |
136-198 |
136-142 |
|