ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 26-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
137-010 |
137-135 |
0-125 |
0.3% |
136-295 |
High |
137-145 |
137-145 |
0-000 |
0.0% |
137-025 |
Low |
136-300 |
137-085 |
0-105 |
0.2% |
136-210 |
Close |
137-120 |
137-120 |
0-000 |
0.0% |
137-010 |
Range |
0-165 |
0-060 |
-0-105 |
-63.6% |
0-135 |
ATR |
0-123 |
0-119 |
-0-005 |
-3.7% |
0-000 |
Volume |
1,404,902 |
1,121,552 |
-283,350 |
-20.2% |
5,401,449 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-297 |
137-268 |
137-153 |
|
R3 |
137-237 |
137-208 |
137-136 |
|
R2 |
137-177 |
137-177 |
137-131 |
|
R1 |
137-148 |
137-148 |
137-126 |
137-132 |
PP |
137-117 |
137-117 |
137-117 |
137-109 |
S1 |
137-088 |
137-088 |
137-114 |
137-072 |
S2 |
137-057 |
137-057 |
137-109 |
|
S3 |
136-317 |
137-028 |
137-104 |
|
S4 |
136-257 |
136-288 |
137-087 |
|
|
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 |
136-235 |
0-230 |
0.5% |
0-100 |
0.2% |
89% |
True |
False |
1,286,129 |
10 |
137-145 |
136-010 |
1-135 |
1.0% |
0-116 |
0.3% |
95% |
True |
False |
1,499,328 |
20 |
138-055 |
136-010 |
2-045 |
1.6% |
0-119 |
0.3% |
63% |
False |
False |
1,447,225 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-121 |
0.3% |
61% |
False |
False |
1,305,199 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-134 |
0.3% |
46% |
False |
False |
982,362 |
80 |
139-150 |
136-010 |
3-140 |
2.5% |
0-126 |
0.3% |
39% |
False |
False |
737,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-080 |
2.618 |
137-302 |
1.618 |
137-242 |
1.000 |
137-205 |
0.618 |
137-182 |
HIGH |
137-145 |
0.618 |
137-122 |
0.500 |
137-115 |
0.382 |
137-108 |
LOW |
137-085 |
0.618 |
137-048 |
1.000 |
137-025 |
1.618 |
136-308 |
2.618 |
136-248 |
4.250 |
136-150 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
137-118 |
137-094 |
PP |
137-117 |
137-068 |
S1 |
137-115 |
137-042 |
|