ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 137-075 136-280 -0-115 -0.3% 137-310
High 137-095 136-295 -0-120 -0.3% 138-055
Low 136-270 136-165 -0-105 -0.2% 136-165
Close 136-305 136-210 -0-095 -0.2% 136-210
Range 0-145 0-130 -0-015 -10.3% 1-210
ATR 0-124 0-125 0-001 0.9% 0-000
Volume 1,719,014 2,385,260 666,246 38.8% 9,419,050
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-293 137-222 136-282
R3 137-163 137-092 136-246
R2 137-033 137-033 136-234
R1 136-282 136-282 136-222 136-252
PP 136-223 136-223 136-223 136-209
S1 136-152 136-152 136-198 136-122
S2 136-093 136-093 136-186
S3 135-283 136-022 136-174
S4 135-153 135-212 136-138
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 142-027 141-008 137-182
R3 140-137 139-118 137-036
R2 138-247 138-247 136-307
R1 137-228 137-228 136-259 137-132
PP 137-037 137-037 137-037 136-309
S1 136-018 136-018 136-161 135-242
S2 135-147 135-147 136-113
S3 133-257 134-128 136-064
S4 132-047 132-238 135-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-055 136-165 1-210 1.2% 0-155 0.4% 8% False True 1,883,810
10 138-055 136-165 1-210 1.2% 0-114 0.3% 8% False True 1,265,484
20 138-080 136-165 1-235 1.3% 0-116 0.3% 8% False True 1,186,992
40 138-080 136-165 1-235 1.3% 0-120 0.3% 8% False True 1,058,307
60 139-030 136-165 2-185 1.9% 0-129 0.3% 5% False True 707,001
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 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138-208
2.618 137-315
1.618 137-185
1.000 137-105
0.618 137-055
HIGH 136-295
0.618 136-245
0.500 136-230
0.382 136-215
LOW 136-165
0.618 136-085
1.000 136-035
1.618 135-275
2.618 135-145
4.250 134-252
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 136-230 137-070
PP 136-223 137-010
S1 136-217 136-270

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

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