ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 136-255 136-170 -0-085 -0.2% 136-180
High 136-280 136-305 0-025 0.1% 136-305
Low 136-160 136-165 0-005 0.0% 136-010
Close 136-180 136-275 0-095 0.2% 136-275
Range 0-120 0-140 0-020 16.7% 0-295
ATR 0-128 0-129 0-001 0.7% 0-000
Volume 1,704,013 1,385,980 -318,033 -18.7% 8,618,236
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 138-028 137-292 137-032
R3 137-208 137-152 136-314
R2 137-068 137-068 136-301
R1 137-012 137-012 136-288 137-040
PP 136-248 136-248 136-248 136-262
S1 136-192 136-192 136-262 136-220
S2 136-108 136-108 136-249
S3 135-288 136-052 136-236
S4 135-148 135-232 136-198
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 139-122 139-013 137-117
R3 138-147 138-038 137-036
R2 137-172 137-172 137-009
R1 137-063 137-063 136-302 137-118
PP 136-197 136-197 136-197 136-224
S1 136-088 136-088 136-248 136-142
S2 135-222 135-222 136-221
S3 134-247 135-113 136-194
S4 133-272 134-138 136-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-305 136-010 0-295 0.7% 0-139 0.3% 90% True False 1,723,647
10 138-055 136-010 2-045 1.6% 0-147 0.3% 39% False False 1,803,728
20 138-080 136-010 2-070 1.6% 0-122 0.3% 37% False False 1,325,915
40 138-080 136-010 2-070 1.6% 0-120 0.3% 37% False False 1,271,461
60 138-300 136-010 2-290 2.1% 0-135 0.3% 28% False False 850,571
80 139-315 136-010 3-305 2.9% 0-121 0.3% 21% False False 638,025
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-260
2.618 138-032
1.618 137-212
1.000 137-125
0.618 137-072
HIGH 136-305
0.618 136-252
0.500 136-235
0.382 136-218
LOW 136-165
0.618 136-078
1.000 136-025
1.618 135-258
2.618 135-118
4.250 134-210
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 136-262 136-254
PP 136-248 136-233
S1 136-235 136-212

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

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