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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 5 trading days
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

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

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