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 |
|
|
|
| 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 |
|