ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 136-180 136-100 -0-080 -0.2% 137-310
High 136-240 136-145 -0-095 -0.2% 138-055
Low 136-095 136-010 -0-085 -0.2% 136-165
Close 136-135 136-125 -0-010 0.0% 136-210
Range 0-145 0-135 -0-010 -6.9% 1-210
ATR 0-126 0-127 0-001 0.5% 0-000
Volume 1,552,850 2,097,810 544,960 35.1% 9,419,050
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-178 137-127 136-199
R3 137-043 136-312 136-162
R2 136-228 136-228 136-150
R1 136-177 136-177 136-137 136-202
PP 136-093 136-093 136-093 136-106
S1 136-042 136-042 136-113 136-068
S2 135-278 135-278 136-100
S3 135-143 135-227 136-088
S4 135-008 135-092 136-051
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
5 137-295 136-010 1-285 1.4% 0-164 0.4% 19% False True 2,085,574
10 138-055 136-010 2-045 1.6% 0-126 0.3% 17% False True 1,543,880
20 138-080 136-010 2-070 1.6% 0-119 0.3% 16% False True 1,248,844
40 138-080 136-010 2-070 1.6% 0-118 0.3% 16% False True 1,149,043
60 138-300 136-010 2-290 2.1% 0-131 0.3% 12% False True 767,815
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-079
2.618 137-178
1.618 137-043
1.000 136-280
0.618 136-228
HIGH 136-145
0.618 136-093
0.500 136-078
0.382 136-062
LOW 136-010
0.618 135-247
1.000 135-195
1.618 135-112
2.618 134-297
4.250 134-076
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 136-109 136-152
PP 136-093 136-143
S1 136-078 136-134

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

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