ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 136-295 136-305 0-010 0.0% 136-180
High 136-315 137-020 0-025 0.1% 136-305
Low 136-210 136-255 0-045 0.1% 136-010
Close 136-300 136-310 0-010 0.0% 136-275
Range 0-105 0-085 -0-020 -19.0% 0-295
ATR 0-127 0-124 -0-003 -2.4% 0-000
Volume 1,497,258 1,255,751 -241,507 -16.1% 8,618,236
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-237 137-198 137-037
R3 137-152 137-113 137-013
R2 137-067 137-067 137-006
R1 137-028 137-028 136-318 137-048
PP 136-302 136-302 136-302 136-311
S1 136-263 136-263 136-302 136-282
S2 136-217 136-217 136-294
S3 136-132 136-178 136-287
S4 136-047 136-093 136-263
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
5 137-020 136-120 0-220 0.5% 0-121 0.3% 86% True False 1,544,117
10 137-295 136-010 1-285 1.4% 0-142 0.3% 50% False False 1,814,845
20 138-080 136-010 2-070 1.6% 0-121 0.3% 42% False False 1,359,735
40 138-080 136-010 2-070 1.6% 0-119 0.3% 42% False False 1,325,367
60 138-300 136-010 2-290 2.1% 0-133 0.3% 32% False False 896,330
80 139-160 136-010 3-150 2.5% 0-122 0.3% 27% False False 672,433
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 0-027
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 138-061
2.618 137-243
1.618 137-158
1.000 137-105
0.618 137-073
HIGH 137-020
0.618 136-308
0.500 136-298
0.382 136-287
LOW 136-255
0.618 136-202
1.000 136-170
1.618 136-117
2.618 136-032
4.250 135-214
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 136-306 136-291
PP 136-302 136-272
S1 136-298 136-252

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

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