ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary
Previous Current
23-Feb-2021 24-Feb-2021 Change Change % Previous Week
Open 135-110 135-175 0-065 0.2% 136-145
High 135-180 135-230 0-050 0.1% 136-150
Low 135-065 134-275 -0-110 -0.3% 135-105
Close 135-135 135-050 -0-085 -0.2% 135-145
Range 0-115 0-275 0-160 139.1% 1-045
ATR 0-135 0-145 0-010 7.4% 0-000
Volume 4,343,895 3,620,025 -723,870 -16.7% 11,484,703
Daily Pivots for day following 24-Feb-2021
Classic Woodie Camarilla DeMark
R4 137-263 137-112 135-201
R3 136-308 136-157 135-126
R2 136-033 136-033 135-100
R1 135-202 135-202 135-075 135-140
PP 135-078 135-078 135-078 135-048
S1 134-247 134-247 135-025 134-185
S2 134-123 134-123 135-000
S3 133-168 133-292 134-294
S4 132-213 133-017 134-219
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 139-055 138-145 136-026
R3 138-010 137-100 135-245
R2 136-285 136-285 135-212
R1 136-055 136-055 135-178 135-308
PP 135-240 135-240 135-240 135-206
S1 135-010 135-010 135-112 134-262
S2 134-195 134-195 135-078
S3 133-150 133-285 135-045
S4 132-105 132-240 134-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-020 134-275 1-065 0.9% 0-178 0.4% 25% False True 3,337,231
10 137-020 134-275 2-065 1.6% 0-168 0.4% 13% False True 2,771,101
20 137-205 134-275 2-250 2.1% 0-137 0.3% 11% False True 2,219,581
40 138-055 134-275 3-100 2.5% 0-128 0.3% 9% False True 1,833,403
60 138-080 134-275 3-125 2.5% 0-126 0.3% 9% False True 1,609,993
80 138-300 134-275 4-025 3.0% 0-135 0.3% 7% False True 1,291,667
100 139-150 134-275 4-195 3.4% 0-128 0.3% 6% False True 1,033,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 139-119
2.618 137-310
1.618 137-035
1.000 136-185
0.618 136-080
HIGH 135-230
0.618 135-125
0.500 135-092
0.382 135-060
LOW 134-275
0.618 134-105
1.000 134-000
1.618 133-150
2.618 132-195
4.250 131-066
Fisher Pivots for day following 24-Feb-2021
Pivot 1 day 3 day
R1 135-092 135-092
PP 135-078 135-078
S1 135-064 135-064

These figures are updated between 7pm and 10pm EST after a trading day.

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