ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 25-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
136-280 |
137-010 |
0-050 |
0.1% |
136-295 |
High |
137-025 |
137-145 |
0-120 |
0.3% |
137-025 |
Low |
136-260 |
136-300 |
0-040 |
0.1% |
136-210 |
Close |
137-010 |
137-120 |
0-110 |
0.3% |
137-010 |
Range |
0-085 |
0-165 |
0-080 |
94.1% |
0-135 |
ATR |
0-120 |
0-123 |
0-003 |
2.7% |
0-000 |
Volume |
1,289,159 |
1,404,902 |
115,743 |
9.0% |
5,401,449 |
|
Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-257 |
138-193 |
137-211 |
|
R3 |
138-092 |
138-028 |
137-165 |
|
R2 |
137-247 |
137-247 |
137-150 |
|
R1 |
137-183 |
137-183 |
137-135 |
137-215 |
PP |
137-082 |
137-082 |
137-082 |
137-098 |
S1 |
137-018 |
137-018 |
137-105 |
137-050 |
S2 |
136-237 |
136-237 |
137-090 |
|
S3 |
136-072 |
136-173 |
137-075 |
|
S4 |
135-227 |
136-008 |
137-029 |
|
|
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 |
137-145 |
136-210 |
0-255 |
0.6% |
0-109 |
0.2% |
90% |
True |
False |
1,361,270 |
10 |
137-145 |
136-010 |
1-135 |
1.0% |
0-124 |
0.3% |
95% |
True |
False |
1,542,458 |
20 |
138-055 |
136-010 |
2-045 |
1.6% |
0-119 |
0.3% |
63% |
False |
False |
1,403,971 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-122 |
0.3% |
61% |
False |
False |
1,314,271 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-135 |
0.3% |
46% |
False |
False |
963,752 |
80 |
139-150 |
136-010 |
3-140 |
2.5% |
0-126 |
0.3% |
39% |
False |
False |
723,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-206 |
2.618 |
138-257 |
1.618 |
138-092 |
1.000 |
137-310 |
0.618 |
137-247 |
HIGH |
137-145 |
0.618 |
137-082 |
0.500 |
137-062 |
0.382 |
137-043 |
LOW |
136-300 |
0.618 |
136-198 |
1.000 |
136-135 |
1.618 |
136-033 |
2.618 |
135-188 |
4.250 |
134-239 |
|
|
Fisher Pivots for day following 25-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
137-101 |
137-090 |
PP |
137-082 |
137-060 |
S1 |
137-062 |
137-030 |
|