ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
136-305 |
137-000 |
0-015 |
0.0% |
136-180 |
High |
137-020 |
137-020 |
0-000 |
0.0% |
136-305 |
Low |
136-255 |
136-235 |
-0-020 |
0.0% |
136-010 |
Close |
136-310 |
136-285 |
-0-025 |
-0.1% |
136-275 |
Range |
0-085 |
0-105 |
0-020 |
23.5% |
0-295 |
ATR |
0-124 |
0-123 |
-0-001 |
-1.1% |
0-000 |
Volume |
1,255,751 |
1,359,281 |
103,530 |
8.2% |
8,618,236 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-282 |
137-228 |
137-023 |
|
R3 |
137-177 |
137-123 |
136-314 |
|
R2 |
137-072 |
137-072 |
136-304 |
|
R1 |
137-018 |
137-018 |
136-295 |
136-312 |
PP |
136-287 |
136-287 |
136-287 |
136-274 |
S1 |
136-233 |
136-233 |
136-275 |
136-208 |
S2 |
136-182 |
136-182 |
136-266 |
|
S3 |
136-077 |
136-128 |
136-256 |
|
S4 |
135-292 |
136-023 |
136-227 |
|
|
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 |
136-160 |
0-180 |
0.4% |
0-111 |
0.3% |
69% |
True |
False |
1,440,456 |
10 |
137-095 |
136-010 |
1-085 |
0.9% |
0-126 |
0.3% |
68% |
False |
False |
1,683,480 |
20 |
138-055 |
136-010 |
2-045 |
1.6% |
0-118 |
0.3% |
40% |
False |
False |
1,363,728 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-120 |
0.3% |
39% |
False |
False |
1,346,644 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-134 |
0.3% |
30% |
False |
False |
918,884 |
80 |
139-160 |
136-010 |
3-150 |
2.5% |
0-123 |
0.3% |
25% |
False |
False |
689,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-146 |
2.618 |
137-295 |
1.618 |
137-190 |
1.000 |
137-125 |
0.618 |
137-085 |
HIGH |
137-020 |
0.618 |
136-300 |
0.500 |
136-288 |
0.382 |
136-275 |
LOW |
136-235 |
0.618 |
136-170 |
1.000 |
136-130 |
1.618 |
136-065 |
2.618 |
135-280 |
4.250 |
135-109 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
136-288 |
136-282 |
PP |
136-287 |
136-278 |
S1 |
136-286 |
136-275 |
|