ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 136-120 136-130 0-010 0.0% 135-295
High 136-145 136-205 0-060 0.1% 136-015
Low 136-085 136-095 0-010 0.0% 135-215
Close 136-120 136-170 0-050 0.1% 136-005
Range 0-060 0-110 0-050 83.3% 0-120
ATR 0-108 0-108 0-000 0.2% 0-000
Volume 18,819 8,760 -10,059 -53.5% 31,667
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-167 137-118 136-230
R3 137-057 137-008 136-200
R2 136-267 136-267 136-190
R1 136-218 136-218 136-180 136-242
PP 136-157 136-157 136-157 136-169
S1 136-108 136-108 136-160 136-132
S2 136-047 136-047 136-150
S3 135-257 135-318 136-140
S4 135-147 135-208 136-110
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-012 136-288 136-071
R3 136-212 136-168 136-038
R2 136-092 136-092 136-027
R1 136-048 136-048 136-016 136-070
PP 135-292 135-292 135-292 135-302
S1 135-248 135-248 135-314 135-270
S2 135-172 135-172 135-303
S3 135-052 135-128 135-292
S4 134-252 135-008 135-259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-205 135-230 0-295 0.7% 0-102 0.2% 88% True False 11,219
10 136-205 135-125 1-080 0.9% 0-106 0.2% 91% True False 7,673
20 137-085 135-005 2-080 1.6% 0-116 0.3% 67% False False 3,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-032
2.618 137-173
1.618 137-063
1.000 136-315
0.618 136-273
HIGH 136-205
0.618 136-163
0.500 136-150
0.382 136-137
LOW 136-095
0.618 136-027
1.000 135-305
1.618 135-237
2.618 135-127
4.250 134-268
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 136-163 136-144
PP 136-157 136-118
S1 136-150 136-092

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

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