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 |
|
|
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 |
|