ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 136-305 137-000 0-015 0.0% 136-180
High 137-020 137-020 0-000 0.0% 136-305
Low 136-255 136-235 -0-020 0.0% 136-010
Close 136-310 136-285 -0-025 -0.1% 136-275
Range 0-085 0-105 0-020 23.5% 0-295
ATR 0-124 0-123 -0-001 -1.1% 0-000
Volume 1,255,751 1,359,281 103,530 8.2% 8,618,236
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 137-282 137-228 137-023
R3 137-177 137-123 136-314
R2 137-072 137-072 136-304
R1 137-018 137-018 136-295 136-312
PP 136-287 136-287 136-287 136-274
S1 136-233 136-233 136-275 136-208
S2 136-182 136-182 136-266
S3 136-077 136-128 136-256
S4 135-292 136-023 136-227
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
5 137-020 136-160 0-180 0.4% 0-111 0.3% 69% True False 1,440,456
10 137-095 136-010 1-085 0.9% 0-126 0.3% 68% False False 1,683,480
20 138-055 136-010 2-045 1.6% 0-118 0.3% 40% False False 1,363,728
40 138-080 136-010 2-070 1.6% 0-120 0.3% 39% False False 1,346,644
60 138-300 136-010 2-290 2.1% 0-134 0.3% 30% False False 918,884
80 139-160 136-010 3-150 2.5% 0-123 0.3% 25% False False 689,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-146
2.618 137-295
1.618 137-190
1.000 137-125
0.618 137-085
HIGH 137-020
0.618 136-300
0.500 136-288
0.382 136-275
LOW 136-235
0.618 136-170
1.000 136-130
1.618 136-065
2.618 135-280
4.250 135-109
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 136-288 136-282
PP 136-287 136-278
S1 136-286 136-275

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

View Archives - Comment on this page... - Back to Index of Symbols