ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 138-050 137-265 -0-105 -0.2% 137-295
High 138-050 137-295 -0-075 -0.2% 138-035
Low 137-250 137-030 -0-220 -0.5% 137-215
Close 137-270 137-065 -0-205 -0.5% 138-025
Range 0-120 0-265 0-145 120.8% 0-140
ATR 0-111 0-122 0-011 9.9% 0-000
Volume 1,316,963 2,672,939 1,355,976 103.0% 2,979,326
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 139-285 139-120 137-211
R3 139-020 138-175 137-138
R2 138-075 138-075 137-114
R1 137-230 137-230 137-089 137-180
PP 137-130 137-130 137-130 137-105
S1 136-285 136-285 137-041 136-235
S2 136-185 136-185 137-016
S3 135-240 136-020 136-312
S4 134-295 135-075 136-239
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 139-085 139-035 138-102
R3 138-265 138-215 138-064
R2 138-125 138-125 138-051
R1 138-075 138-075 138-038 138-100
PP 137-305 137-305 137-305 137-318
S1 137-255 137-255 138-012 137-280
S2 137-165 137-165 137-319
S3 137-025 137-115 137-306
S4 136-205 136-295 137-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-055 137-030 1-025 0.8% 0-129 0.3% 10% False True 1,381,720
10 138-055 137-030 1-025 0.8% 0-109 0.2% 10% False True 1,043,977
20 138-080 137-030 1-050 0.8% 0-112 0.3% 9% False True 1,088,731
40 138-125 136-265 1-180 1.1% 0-128 0.3% 24% False False 956,345
60 139-030 136-265 2-085 1.7% 0-127 0.3% 17% False False 638,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 141-141
2.618 140-029
1.618 139-084
1.000 138-240
0.618 138-139
HIGH 137-295
0.618 137-194
0.500 137-162
0.382 137-131
LOW 137-030
0.618 136-186
1.000 136-085
1.618 135-241
2.618 134-296
4.250 133-184
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 137-162 137-202
PP 137-130 137-157
S1 137-098 137-111

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

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