ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 132-170 132-200 0-030 0.1% 133-035
High 132-255 132-275 0-020 0.0% 133-125
Low 132-070 132-200 0-130 0.3% 132-060
Close 132-115 132-240 0-125 0.3% 132-115
Range 0-185 0-075 -0-110 -59.5% 1-065
ATR 0-203 0-200 -0-003 -1.5% 0-000
Volume 10,739 4,548 -6,191 -57.6% 24,035
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 133-143 133-107 132-281
R3 133-068 133-032 132-261
R2 132-313 132-313 132-254
R1 132-277 132-277 132-247 132-295
PP 132-238 132-238 132-238 132-248
S1 132-202 132-202 132-233 132-220
S2 132-163 132-163 132-226
S3 132-088 132-127 132-219
S4 132-013 132-052 132-199
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 136-082 135-163 133-007
R3 135-017 134-098 132-221
R2 133-272 133-272 132-186
R1 133-033 133-033 132-150 132-280
PP 132-207 132-207 132-207 132-170
S1 131-288 131-288 132-080 131-215
S2 131-142 131-142 132-044
S3 130-077 130-223 132-009
S4 129-012 129-158 131-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-125 132-060 1-065 0.9% 0-185 0.4% 47% False False 4,883
10 134-030 132-060 1-290 1.4% 0-176 0.4% 30% False False 5,916
20 135-230 132-060 3-170 2.7% 0-222 0.5% 16% False False 516,772
40 137-205 132-060 5-145 4.1% 0-175 0.4% 10% False False 1,232,240
60 138-055 132-060 5-315 4.5% 0-156 0.4% 9% False False 1,284,303
80 138-080 132-060 6-020 4.6% 0-148 0.3% 9% False False 1,286,233
100 138-300 132-060 6-240 5.1% 0-150 0.4% 8% False False 1,057,114
120 139-160 132-060 7-100 5.5% 0-141 0.3% 8% False False 881,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 133-274
2.618 133-151
1.618 133-076
1.000 133-030
0.618 133-001
HIGH 132-275
0.618 132-246
0.500 132-238
0.382 132-229
LOW 132-200
0.618 132-154
1.000 132-125
1.618 132-079
2.618 132-004
4.250 131-201
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 132-239 132-235
PP 132-238 132-230
S1 132-238 132-225

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

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