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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-021
Widest range in 2 trading days
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

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

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