ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 137-265 137-075 -0-190 -0.4% 137-295
High 137-295 137-095 -0-200 -0.5% 138-035
Low 137-030 136-270 -0-080 -0.2% 137-215
Close 137-065 136-305 -0-080 -0.2% 138-025
Range 0-265 0-145 -0-120 -45.3% 0-140
ATR 0-122 0-124 0-002 1.3% 0-000
Volume 2,672,939 1,719,014 -953,925 -35.7% 2,979,326
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 138-125 138-040 137-065
R3 137-300 137-215 137-025
R2 137-155 137-155 137-012
R1 137-070 137-070 136-318 137-040
PP 137-010 137-010 137-010 136-315
S1 136-245 136-245 136-292 136-215
S2 136-185 136-185 136-278
S3 136-040 136-100 136-265
S4 135-215 135-275 136-225
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
5 138-055 136-270 1-105 1.0% 0-143 0.3% 8% False True 1,577,175
10 138-055 136-270 1-105 1.0% 0-116 0.3% 8% False True 1,136,365
20 138-080 136-270 1-130 1.0% 0-114 0.3% 8% False True 1,123,631
40 138-080 136-265 1-135 1.0% 0-120 0.3% 9% False False 998,944
60 139-030 136-265 2-085 1.7% 0-129 0.3% 6% False False 667,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-071
2.618 138-155
1.618 138-010
1.000 137-240
0.618 137-185
HIGH 137-095
0.618 137-040
0.500 137-022
0.382 137-005
LOW 136-270
0.618 136-180
1.000 136-125
1.618 136-035
2.618 135-210
4.250 134-294
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 137-022 137-160
PP 137-010 137-102
S1 136-318 137-043

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

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