ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 136-135 136-255 0-120 0.3% 137-310
High 136-275 136-280 0-005 0.0% 138-055
Low 136-120 136-160 0-040 0.1% 136-165
Close 136-245 136-180 -0-065 -0.1% 136-210
Range 0-155 0-120 -0-035 -22.6% 1-210
ATR 0-129 0-128 -0-001 -0.5% 0-000
Volume 1,877,583 1,704,013 -173,570 -9.2% 9,419,050
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-247 137-173 136-246
R3 137-127 137-053 136-213
R2 137-007 137-007 136-202
R1 136-253 136-253 136-191 136-230
PP 136-207 136-207 136-207 136-195
S1 136-133 136-133 136-169 136-110
S2 136-087 136-087 136-158
S3 135-287 136-013 136-147
S4 135-167 135-213 136-114
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
5 136-295 136-010 0-285 0.7% 0-137 0.3% 60% False False 1,923,503
10 138-055 136-010 2-045 1.6% 0-140 0.3% 25% False False 1,750,339
20 138-080 136-010 2-070 1.6% 0-121 0.3% 24% False False 1,327,393
40 138-080 136-010 2-070 1.6% 0-120 0.3% 24% False False 1,237,729
60 138-300 136-010 2-290 2.1% 0-134 0.3% 18% False False 827,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 138-150
2.618 137-274
1.618 137-154
1.000 137-080
0.618 137-034
HIGH 136-280
0.618 136-234
0.500 136-220
0.382 136-206
LOW 136-160
0.618 136-086
1.000 136-040
1.618 135-286
2.618 135-166
4.250 134-290
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 136-220 136-168
PP 136-207 136-157
S1 136-193 136-145

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

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