ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
137-055 |
137-050 |
-0-005 |
0.0% |
137-010 |
High |
137-095 |
137-070 |
-0-025 |
-0.1% |
137-205 |
Low |
137-020 |
136-280 |
-0-060 |
-0.1% |
136-285 |
Close |
137-060 |
136-300 |
-0-080 |
-0.2% |
137-010 |
Range |
0-075 |
0-110 |
0-035 |
46.7% |
0-240 |
ATR |
0-120 |
0-119 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,192,644 |
1,221,784 |
29,140 |
2.4% |
9,086,460 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-013 |
137-267 |
137-040 |
|
R3 |
137-223 |
137-157 |
137-010 |
|
R2 |
137-113 |
137-113 |
137-000 |
|
R1 |
137-047 |
137-047 |
136-310 |
137-025 |
PP |
137-003 |
137-003 |
137-003 |
136-312 |
S1 |
136-257 |
136-257 |
136-290 |
136-235 |
S2 |
136-213 |
136-213 |
136-280 |
|
S3 |
136-103 |
136-147 |
136-270 |
|
S4 |
135-313 |
136-037 |
136-240 |
|
|
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 |
136-280 |
0-245 |
0.6% |
0-118 |
0.3% |
8% |
False |
True |
1,794,886 |
10 |
137-205 |
136-235 |
0-290 |
0.7% |
0-109 |
0.2% |
22% |
False |
False |
1,540,507 |
20 |
138-050 |
136-010 |
2-040 |
1.6% |
0-128 |
0.3% |
43% |
False |
False |
1,680,737 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-119 |
0.3% |
41% |
False |
False |
1,348,716 |
60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-127 |
0.3% |
31% |
False |
False |
1,131,559 |
80 |
139-030 |
136-010 |
3-020 |
2.2% |
0-124 |
0.3% |
30% |
False |
False |
849,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-218 |
2.618 |
138-038 |
1.618 |
137-248 |
1.000 |
137-180 |
0.618 |
137-138 |
HIGH |
137-070 |
0.618 |
137-028 |
0.500 |
137-015 |
0.382 |
137-002 |
LOW |
136-280 |
0.618 |
136-212 |
1.000 |
136-170 |
1.618 |
136-102 |
2.618 |
135-312 |
4.250 |
135-132 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
137-015 |
137-032 |
PP |
137-003 |
137-015 |
S1 |
136-312 |
136-318 |
|