ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 03-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
137-050 |
137-005 |
-0-045 |
-0.1% |
137-010 |
High |
137-070 |
137-005 |
-0-065 |
-0.1% |
137-205 |
Low |
136-280 |
136-230 |
-0-050 |
-0.1% |
136-285 |
Close |
136-300 |
136-255 |
-0-045 |
-0.1% |
137-010 |
Range |
0-110 |
0-095 |
-0-015 |
-13.6% |
0-240 |
ATR |
0-119 |
0-117 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,221,784 |
1,400,220 |
178,436 |
14.6% |
9,086,460 |
|
Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-235 |
137-180 |
136-307 |
|
R3 |
137-140 |
137-085 |
136-281 |
|
R2 |
137-045 |
137-045 |
136-272 |
|
R1 |
136-310 |
136-310 |
136-264 |
136-290 |
PP |
136-270 |
136-270 |
136-270 |
136-260 |
S1 |
136-215 |
136-215 |
136-246 |
136-195 |
S2 |
136-175 |
136-175 |
136-238 |
|
S3 |
136-080 |
136-120 |
136-229 |
|
S4 |
135-305 |
136-025 |
136-203 |
|
|
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 |
137-190 |
136-230 |
0-280 |
0.6% |
0-114 |
0.3% |
9% |
False |
True |
1,741,384 |
10 |
137-205 |
136-230 |
0-295 |
0.7% |
0-110 |
0.3% |
8% |
False |
True |
1,554,954 |
20 |
137-295 |
136-010 |
1-285 |
1.4% |
0-126 |
0.3% |
40% |
False |
False |
1,684,900 |
40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-116 |
0.3% |
35% |
False |
False |
1,346,946 |
60 |
138-210 |
136-010 |
2-200 |
1.9% |
0-126 |
0.3% |
29% |
False |
False |
1,154,793 |
80 |
139-030 |
136-010 |
3-020 |
2.2% |
0-124 |
0.3% |
25% |
False |
False |
866,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-089 |
2.618 |
137-254 |
1.618 |
137-159 |
1.000 |
137-100 |
0.618 |
137-064 |
HIGH |
137-005 |
0.618 |
136-289 |
0.500 |
136-278 |
0.382 |
136-266 |
LOW |
136-230 |
0.618 |
136-171 |
1.000 |
136-135 |
1.618 |
136-076 |
2.618 |
135-301 |
4.250 |
135-146 |
|
|
Fisher Pivots for day following 03-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
136-278 |
137-002 |
PP |
136-270 |
136-300 |
S1 |
136-262 |
136-278 |
|