ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
137-000 |
136-280 |
-0-040 |
-0.1% |
136-295 |
| High |
137-020 |
137-025 |
0-005 |
0.0% |
137-025 |
| Low |
136-235 |
136-260 |
0-025 |
0.1% |
136-210 |
| Close |
136-285 |
137-010 |
0-045 |
0.1% |
137-010 |
| Range |
0-105 |
0-085 |
-0-020 |
-19.0% |
0-135 |
| ATR |
0-123 |
0-120 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,359,281 |
1,289,159 |
-70,122 |
-5.2% |
5,401,449 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-247 |
137-213 |
137-057 |
|
| R3 |
137-162 |
137-128 |
137-033 |
|
| R2 |
137-077 |
137-077 |
137-026 |
|
| R1 |
137-043 |
137-043 |
137-018 |
137-060 |
| PP |
136-312 |
136-312 |
136-312 |
137-000 |
| S1 |
136-278 |
136-278 |
137-002 |
136-295 |
| S2 |
136-227 |
136-227 |
136-314 |
|
| S3 |
136-142 |
136-193 |
136-307 |
|
| S4 |
136-057 |
136-108 |
136-283 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-060 |
138-010 |
137-084 |
|
| R3 |
137-245 |
137-195 |
137-047 |
|
| R2 |
137-110 |
137-110 |
137-035 |
|
| R1 |
137-060 |
137-060 |
137-022 |
137-085 |
| PP |
136-295 |
136-295 |
136-295 |
136-308 |
| S1 |
136-245 |
136-245 |
136-318 |
136-270 |
| S2 |
136-160 |
136-160 |
136-305 |
|
| S3 |
136-025 |
136-110 |
136-293 |
|
| S4 |
135-210 |
135-295 |
136-256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-025 |
136-165 |
0-180 |
0.4% |
0-104 |
0.2% |
92% |
True |
False |
1,357,485 |
| 10 |
137-025 |
136-010 |
1-015 |
0.8% |
0-120 |
0.3% |
96% |
True |
False |
1,640,494 |
| 20 |
138-055 |
136-010 |
2-045 |
1.6% |
0-118 |
0.3% |
47% |
False |
False |
1,388,429 |
| 40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-120 |
0.3% |
45% |
False |
False |
1,340,227 |
| 60 |
138-300 |
136-010 |
2-290 |
2.1% |
0-134 |
0.3% |
34% |
False |
False |
940,363 |
| 80 |
139-160 |
136-010 |
3-150 |
2.5% |
0-124 |
0.3% |
29% |
False |
False |
705,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-066 |
|
2.618 |
137-248 |
|
1.618 |
137-163 |
|
1.000 |
137-110 |
|
0.618 |
137-078 |
|
HIGH |
137-025 |
|
0.618 |
136-313 |
|
0.500 |
136-302 |
|
0.382 |
136-292 |
|
LOW |
136-260 |
|
0.618 |
136-207 |
|
1.000 |
136-175 |
|
1.618 |
136-122 |
|
2.618 |
136-037 |
|
4.250 |
135-219 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
137-001 |
136-317 |
| PP |
136-312 |
136-303 |
| S1 |
136-302 |
136-290 |
|