ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
137-085 |
137-055 |
-0-030 |
-0.1% |
137-010 |
High |
137-105 |
137-095 |
-0-010 |
0.0% |
137-205 |
Low |
136-285 |
137-020 |
0-055 |
0.1% |
136-285 |
Close |
137-010 |
137-060 |
0-050 |
0.1% |
137-010 |
Range |
0-140 |
0-075 |
-0-065 |
-46.4% |
0-240 |
ATR |
0-122 |
0-120 |
-0-003 |
-2.2% |
0-000 |
Volume |
2,708,254 |
1,192,644 |
-1,515,610 |
-56.0% |
9,086,460 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-283 |
137-247 |
137-101 |
|
R3 |
137-208 |
137-172 |
137-081 |
|
R2 |
137-133 |
137-133 |
137-074 |
|
R1 |
137-097 |
137-097 |
137-067 |
137-115 |
PP |
137-058 |
137-058 |
137-058 |
137-068 |
S1 |
137-022 |
137-022 |
137-053 |
137-040 |
S2 |
136-303 |
136-303 |
137-046 |
|
S3 |
136-228 |
136-267 |
137-039 |
|
S4 |
136-153 |
136-192 |
137-019 |
|
|
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% |
0-108 |
0.2% |
40% |
False |
False |
1,774,840 |
10 |
137-205 |
136-210 |
0-315 |
0.7% |
0-108 |
0.2% |
54% |
False |
False |
1,568,055 |
20 |
138-055 |
136-010 |
2-045 |
1.6% |
0-128 |
0.3% |
54% |
False |
False |
1,685,891 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-119 |
0.3% |
52% |
False |
False |
1,349,000 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-133 |
0.3% |
40% |
False |
False |
1,111,313 |
80 |
139-030 |
136-010 |
3-020 |
2.2% |
0-125 |
0.3% |
38% |
False |
False |
834,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-094 |
2.618 |
137-291 |
1.618 |
137-216 |
1.000 |
137-170 |
0.618 |
137-141 |
HIGH |
137-095 |
0.618 |
137-066 |
0.500 |
137-058 |
0.382 |
137-049 |
LOW |
137-020 |
0.618 |
136-294 |
1.000 |
136-265 |
1.618 |
136-219 |
2.618 |
136-144 |
4.250 |
136-021 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
137-059 |
137-078 |
PP |
137-058 |
137-072 |
S1 |
137-058 |
137-066 |
|