ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 136-170 136-295 0-125 0.3% 136-180
High 136-305 136-315 0-010 0.0% 136-305
Low 136-165 136-210 0-045 0.1% 136-010
Close 136-275 136-300 0-025 0.1% 136-275
Range 0-140 0-105 -0-035 -25.0% 0-295
ATR 0-129 0-127 -0-002 -1.3% 0-000
Volume 1,385,980 1,497,258 111,278 8.0% 8,618,236
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-270 137-230 137-038
R3 137-165 137-125 137-009
R2 137-060 137-060 136-319
R1 137-020 137-020 136-310 137-040
PP 136-275 136-275 136-275 136-285
S1 136-235 136-235 136-290 136-255
S2 136-170 136-170 136-281
S3 136-065 136-130 136-271
S4 135-280 136-025 136-242
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 139-122 139-013 137-117
R3 138-147 138-038 137-036
R2 137-172 137-172 137-009
R1 137-063 137-063 136-302 137-118
PP 136-197 136-197 136-197 136-224
S1 136-088 136-088 136-248 136-142
S2 135-222 135-222 136-221
S3 134-247 135-113 136-194
S4 133-272 134-138 136-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-315 136-010 0-305 0.7% 0-131 0.3% 95% True False 1,712,528
10 138-050 136-010 2-040 1.6% 0-146 0.3% 43% False False 1,820,967
20 138-080 136-010 2-070 1.6% 0-120 0.3% 41% False False 1,336,993
40 138-080 136-010 2-070 1.6% 0-119 0.3% 41% False False 1,304,643
60 138-300 136-010 2-290 2.1% 0-134 0.3% 31% False False 875,459
80 139-160 136-010 3-150 2.5% 0-121 0.3% 26% False False 656,737
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 0-024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 138-121
2.618 137-270
1.618 137-165
1.000 137-100
0.618 137-060
HIGH 136-315
0.618 136-275
0.500 136-262
0.382 136-250
LOW 136-210
0.618 136-145
1.000 136-105
1.618 136-040
2.618 135-255
4.250 135-084
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 136-288 136-279
PP 136-275 136-258
S1 136-262 136-238

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

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