ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
137-160 |
137-085 |
-0-075 |
-0.2% |
137-010 |
High |
137-190 |
137-105 |
-0-085 |
-0.2% |
137-205 |
Low |
137-040 |
136-285 |
-0-075 |
-0.2% |
136-285 |
Close |
137-080 |
137-010 |
-0-070 |
-0.2% |
137-010 |
Range |
0-150 |
0-140 |
-0-010 |
-6.7% |
0-240 |
ATR |
0-121 |
0-122 |
0-001 |
1.1% |
0-000 |
Volume |
2,184,019 |
2,708,254 |
524,235 |
24.0% |
9,086,460 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-127 |
138-048 |
137-087 |
|
R3 |
137-307 |
137-228 |
137-048 |
|
R2 |
137-167 |
137-167 |
137-036 |
|
R1 |
137-088 |
137-088 |
137-023 |
137-058 |
PP |
137-027 |
137-027 |
137-027 |
137-011 |
S1 |
136-268 |
136-268 |
136-317 |
136-238 |
S2 |
136-207 |
136-207 |
136-304 |
|
S3 |
136-067 |
136-128 |
136-292 |
|
S4 |
135-247 |
135-308 |
136-253 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-140 |
138-315 |
137-142 |
|
R3 |
138-220 |
138-075 |
137-076 |
|
R2 |
137-300 |
137-300 |
137-054 |
|
R1 |
137-155 |
137-155 |
137-032 |
137-130 |
PP |
137-060 |
137-060 |
137-060 |
137-048 |
S1 |
136-235 |
136-235 |
136-308 |
136-210 |
S2 |
136-140 |
136-140 |
136-286 |
|
S3 |
135-220 |
135-315 |
136-264 |
|
S4 |
134-300 |
135-075 |
136-198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137-205 |
136-285 |
0-240 |
0.5% |
0-126 |
0.3% |
19% |
False |
True |
1,817,292 |
10 |
137-205 |
136-165 |
1-040 |
0.8% |
0-115 |
0.3% |
46% |
False |
False |
1,587,388 |
20 |
138-055 |
136-010 |
2-045 |
1.6% |
0-128 |
0.3% |
47% |
False |
False |
1,668,864 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-120 |
0.3% |
45% |
False |
False |
1,356,778 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-134 |
0.3% |
34% |
False |
False |
1,091,528 |
80 |
139-030 |
136-010 |
3-020 |
2.2% |
0-126 |
0.3% |
33% |
False |
False |
819,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-060 |
2.618 |
138-152 |
1.618 |
138-012 |
1.000 |
137-245 |
0.618 |
137-192 |
HIGH |
137-105 |
0.618 |
137-052 |
0.500 |
137-035 |
0.382 |
137-018 |
LOW |
136-285 |
0.618 |
136-198 |
1.000 |
136-145 |
1.618 |
136-058 |
2.618 |
135-238 |
4.250 |
135-010 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
137-035 |
137-085 |
PP |
137-027 |
137-060 |
S1 |
137-018 |
137-035 |
|