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 |
|
|
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 |
|