ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 137-000 136-280 -0-040 -0.1% 136-295
High 137-020 137-025 0-005 0.0% 137-025
Low 136-235 136-260 0-025 0.1% 136-210
Close 136-285 137-010 0-045 0.1% 137-010
Range 0-105 0-085 -0-020 -19.0% 0-135
ATR 0-123 0-120 -0-003 -2.2% 0-000
Volume 1,359,281 1,289,159 -70,122 -5.2% 5,401,449
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-247 137-213 137-057
R3 137-162 137-128 137-033
R2 137-077 137-077 137-026
R1 137-043 137-043 137-018 137-060
PP 136-312 136-312 136-312 137-000
S1 136-278 136-278 137-002 136-295
S2 136-227 136-227 136-314
S3 136-142 136-193 136-307
S4 136-057 136-108 136-283
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 138-060 138-010 137-084
R3 137-245 137-195 137-047
R2 137-110 137-110 137-035
R1 137-060 137-060 137-022 137-085
PP 136-295 136-295 136-295 136-308
S1 136-245 136-245 136-318 136-270
S2 136-160 136-160 136-305
S3 136-025 136-110 136-293
S4 135-210 135-295 136-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-025 136-165 0-180 0.4% 0-104 0.2% 92% True False 1,357,485
10 137-025 136-010 1-015 0.8% 0-120 0.3% 96% True False 1,640,494
20 138-055 136-010 2-045 1.6% 0-118 0.3% 47% False False 1,388,429
40 138-080 136-010 2-070 1.6% 0-120 0.3% 45% False False 1,340,227
60 138-300 136-010 2-290 2.1% 0-134 0.3% 34% False False 940,363
80 139-160 136-010 3-150 2.5% 0-124 0.3% 29% False False 705,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-066
2.618 137-248
1.618 137-163
1.000 137-110
0.618 137-078
HIGH 137-025
0.618 136-313
0.500 136-302
0.382 136-292
LOW 136-260
0.618 136-207
1.000 136-175
1.618 136-122
2.618 136-037
4.250 135-219
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 137-001 136-317
PP 136-312 136-303
S1 136-302 136-290

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

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