ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 135-205 135-295 0-090 0.2% 135-170
High 135-295 135-305 0-010 0.0% 135-295
Low 135-165 135-215 0-050 0.1% 135-005
Close 135-270 135-295 0-025 0.1% 135-270
Range 0-130 0-090 -0-040 -30.8% 0-290
ATR 0-115 0-113 -0-002 -1.5% 0-000
Volume 1,135 2,386 1,251 110.2% 8,475
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 136-222 136-188 136-024
R3 136-132 136-098 136-000
R2 136-042 136-042 135-312
R1 136-008 136-008 135-303 136-020
PP 135-272 135-272 135-272 135-278
S1 135-238 135-238 135-287 135-250
S2 135-182 135-182 135-278
S3 135-092 135-148 135-270
S4 135-002 135-058 135-246
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 138-100 137-315 136-110
R3 137-130 137-025 136-030
R2 136-160 136-160 136-003
R1 136-055 136-055 135-297 136-108
PP 135-190 135-190 135-190 135-216
S1 135-085 135-085 135-243 135-138
S2 134-220 134-220 135-217
S3 133-250 134-115 135-190
S4 132-280 133-145 135-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-305 135-005 0-300 0.7% 0-121 0.3% 97% True False 2,142
10 137-065 135-005 2-060 1.6% 0-138 0.3% 41% False False 1,122
20 137-085 135-005 2-080 1.7% 0-103 0.2% 40% False False 570
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 0-032
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 137-048
2.618 136-221
1.618 136-131
1.000 136-075
0.618 136-041
HIGH 135-305
0.618 135-271
0.500 135-260
0.382 135-249
LOW 135-215
0.618 135-159
1.000 135-125
1.618 135-069
2.618 134-299
4.250 134-152
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 135-283 135-273
PP 135-272 135-252
S1 135-260 135-230

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

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