ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
136-245 |
136-215 |
-0-030 |
-0.1% |
137-055 |
| High |
136-295 |
136-250 |
-0-045 |
-0.1% |
137-095 |
| Low |
136-160 |
136-145 |
-0-015 |
0.0% |
136-160 |
| Close |
136-220 |
136-220 |
0-000 |
0.0% |
136-220 |
| Range |
0-135 |
0-105 |
-0-030 |
-22.2% |
0-255 |
| ATR |
0-116 |
0-115 |
-0-001 |
-0.7% |
0-000 |
| Volume |
2,306,009 |
1,342,801 |
-963,208 |
-41.8% |
7,545,380 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-200 |
137-155 |
136-278 |
|
| R3 |
137-095 |
137-050 |
136-249 |
|
| R2 |
136-310 |
136-310 |
136-239 |
|
| R1 |
136-265 |
136-265 |
136-230 |
136-288 |
| PP |
136-205 |
136-205 |
136-205 |
136-216 |
| S1 |
136-160 |
136-160 |
136-210 |
136-182 |
| S2 |
136-100 |
136-100 |
136-201 |
|
| S3 |
135-315 |
136-055 |
136-191 |
|
| S4 |
135-210 |
135-270 |
136-162 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-070 |
138-240 |
137-040 |
|
| R3 |
138-135 |
137-305 |
136-290 |
|
| R2 |
137-200 |
137-200 |
136-267 |
|
| R1 |
137-050 |
137-050 |
136-243 |
136-318 |
| PP |
136-265 |
136-265 |
136-265 |
136-239 |
| S1 |
136-115 |
136-115 |
136-197 |
136-062 |
| S2 |
136-010 |
136-010 |
136-173 |
|
| S3 |
135-075 |
135-180 |
136-150 |
|
| S4 |
134-140 |
134-245 |
136-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-070 |
136-145 |
0-245 |
0.6% |
0-105 |
0.2% |
31% |
False |
True |
1,539,107 |
| 10 |
137-205 |
136-145 |
1-060 |
0.9% |
0-106 |
0.2% |
20% |
False |
True |
1,656,973 |
| 20 |
137-205 |
136-010 |
1-195 |
1.2% |
0-115 |
0.3% |
41% |
False |
False |
1,599,716 |
| 40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-115 |
0.3% |
30% |
False |
False |
1,393,354 |
| 60 |
138-080 |
136-010 |
2-070 |
1.6% |
0-118 |
0.3% |
30% |
False |
False |
1,238,776 |
| 80 |
139-030 |
136-010 |
3-020 |
2.2% |
0-126 |
0.3% |
21% |
False |
False |
930,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-056 |
|
2.618 |
137-205 |
|
1.618 |
137-100 |
|
1.000 |
137-035 |
|
0.618 |
136-315 |
|
HIGH |
136-250 |
|
0.618 |
136-210 |
|
0.500 |
136-198 |
|
0.382 |
136-185 |
|
LOW |
136-145 |
|
0.618 |
136-080 |
|
1.000 |
136-040 |
|
1.618 |
135-295 |
|
2.618 |
135-190 |
|
4.250 |
135-019 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
136-212 |
136-220 |
| PP |
136-205 |
136-220 |
| S1 |
136-198 |
136-220 |
|