ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
136-295 |
136-305 |
0-010 |
0.0% |
136-180 |
High |
136-315 |
137-020 |
0-025 |
0.1% |
136-305 |
Low |
136-210 |
136-255 |
0-045 |
0.1% |
136-010 |
Close |
136-300 |
136-310 |
0-010 |
0.0% |
136-275 |
Range |
0-105 |
0-085 |
-0-020 |
-19.0% |
0-295 |
ATR |
0-127 |
0-124 |
-0-003 |
-2.4% |
0-000 |
Volume |
1,497,258 |
1,255,751 |
-241,507 |
-16.1% |
8,618,236 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-237 |
137-198 |
137-037 |
|
R3 |
137-152 |
137-113 |
137-013 |
|
R2 |
137-067 |
137-067 |
137-006 |
|
R1 |
137-028 |
137-028 |
136-318 |
137-048 |
PP |
136-302 |
136-302 |
136-302 |
136-311 |
S1 |
136-263 |
136-263 |
136-302 |
136-282 |
S2 |
136-217 |
136-217 |
136-294 |
|
S3 |
136-132 |
136-178 |
136-287 |
|
S4 |
136-047 |
136-093 |
136-263 |
|
|
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 |
137-020 |
136-120 |
0-220 |
0.5% |
0-121 |
0.3% |
86% |
True |
False |
1,544,117 |
10 |
137-295 |
136-010 |
1-285 |
1.4% |
0-142 |
0.3% |
50% |
False |
False |
1,814,845 |
20 |
138-080 |
136-010 |
2-070 |
1.6% |
0-121 |
0.3% |
42% |
False |
False |
1,359,735 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-119 |
0.3% |
42% |
False |
False |
1,325,367 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-133 |
0.3% |
32% |
False |
False |
896,330 |
80 |
139-160 |
136-010 |
3-150 |
2.5% |
0-122 |
0.3% |
27% |
False |
False |
672,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-061 |
2.618 |
137-243 |
1.618 |
137-158 |
1.000 |
137-105 |
0.618 |
137-073 |
HIGH |
137-020 |
0.618 |
136-308 |
0.500 |
136-298 |
0.382 |
136-287 |
LOW |
136-255 |
0.618 |
136-202 |
1.000 |
136-170 |
1.618 |
136-117 |
2.618 |
136-032 |
4.250 |
135-214 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
136-306 |
136-291 |
PP |
136-302 |
136-272 |
S1 |
136-298 |
136-252 |
|