ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 137-120 137-160 0-040 0.1% 136-295
High 137-205 137-190 -0-015 0.0% 137-025
Low 137-090 137-040 -0-050 -0.1% 136-210
Close 137-170 137-080 -0-090 -0.2% 137-010
Range 0-115 0-150 0-035 30.4% 0-135
ATR 0-119 0-121 0-002 1.9% 0-000
Volume 1,667,733 2,184,019 516,286 31.0% 5,401,449
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 138-233 138-147 137-162
R3 138-083 137-317 137-121
R2 137-253 137-253 137-108
R1 137-167 137-167 137-094 137-135
PP 137-103 137-103 137-103 137-088
S1 137-017 137-017 137-066 136-305
S2 136-273 136-273 137-052
S3 136-123 136-187 137-039
S4 135-293 136-037 136-318
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
5 137-205 136-260 0-265 0.6% 0-115 0.3% 53% False False 1,533,473
10 137-205 136-160 1-045 0.8% 0-113 0.3% 66% False False 1,486,964
20 138-055 136-010 2-045 1.6% 0-124 0.3% 57% False False 1,570,538
40 138-080 136-010 2-070 1.6% 0-124 0.3% 55% False False 1,341,574
60 138-300 136-010 2-290 2.1% 0-133 0.3% 42% False False 1,046,439
80 139-035 136-010 3-025 2.2% 0-126 0.3% 40% False False 785,255
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 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-188
2.618 138-263
1.618 138-113
1.000 138-020
0.618 137-283
HIGH 137-190
0.618 137-133
0.500 137-115
0.382 137-097
LOW 137-040
0.618 136-267
1.000 136-210
1.618 136-117
2.618 135-287
4.250 135-042
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 137-115 137-122
PP 137-103 137-108
S1 137-092 137-094

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

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