ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 27-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
137-135 |
137-120 |
-0-015 |
0.0% |
136-295 |
High |
137-145 |
137-205 |
0-060 |
0.1% |
137-025 |
Low |
137-085 |
137-090 |
0-005 |
0.0% |
136-210 |
Close |
137-120 |
137-170 |
0-050 |
0.1% |
137-010 |
Range |
0-060 |
0-115 |
0-055 |
91.7% |
0-135 |
ATR |
0-119 |
0-119 |
0-000 |
-0.2% |
0-000 |
Volume |
1,121,552 |
1,667,733 |
546,181 |
48.7% |
5,401,449 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-180 |
138-130 |
137-233 |
|
R3 |
138-065 |
138-015 |
137-202 |
|
R2 |
137-270 |
137-270 |
137-191 |
|
R1 |
137-220 |
137-220 |
137-181 |
137-245 |
PP |
137-155 |
137-155 |
137-155 |
137-168 |
S1 |
137-105 |
137-105 |
137-159 |
137-130 |
S2 |
137-040 |
137-040 |
137-149 |
|
S3 |
136-245 |
136-310 |
137-138 |
|
S4 |
136-130 |
136-195 |
137-107 |
|
|
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 |
137-205 |
136-235 |
0-290 |
0.7% |
0-106 |
0.2% |
88% |
True |
False |
1,368,525 |
10 |
137-205 |
136-120 |
1-085 |
0.9% |
0-114 |
0.3% |
91% |
True |
False |
1,456,321 |
20 |
138-055 |
136-010 |
2-045 |
1.6% |
0-120 |
0.3% |
70% |
False |
False |
1,500,100 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-121 |
0.3% |
68% |
False |
False |
1,330,728 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-133 |
0.3% |
52% |
False |
False |
1,010,103 |
80 |
139-150 |
136-010 |
3-140 |
2.5% |
0-126 |
0.3% |
44% |
False |
False |
757,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-054 |
2.618 |
138-186 |
1.618 |
138-071 |
1.000 |
138-000 |
0.618 |
137-276 |
HIGH |
137-205 |
0.618 |
137-161 |
0.500 |
137-148 |
0.382 |
137-134 |
LOW |
137-090 |
0.618 |
137-019 |
1.000 |
136-295 |
1.618 |
136-224 |
2.618 |
136-109 |
4.250 |
135-241 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
137-162 |
137-144 |
PP |
137-155 |
137-118 |
S1 |
137-148 |
137-092 |
|