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 |
|
|
|
| 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 |
|