ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	137-135	137-120	-0-015	0.0%	136-295
High	137-145	137-205	0-060	0.1%	137-025
Low	137-085	137-090	0-005	0.0%	136-210
Close	137-120	137-170	0-050	0.1%	137-010
Range	0-060	0-115	0-055	91.7%	0-135
ATR	0-119	0-119	0-000	-0.2%	0-000
Volume	1,121,552	1,667,733	546,181	48.7%	5,401,449

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	138-180	138-130	137-233
R3	138-065	138-015	137-202
R2	137-270	137-270	137-191
R1	137-220	137-220	137-181	137-245
PP	137-155	137-155	137-155	137-168
S1	137-105	137-105	137-159	137-130
S2	137-040	137-040	137-149
S3	136-245	136-310	137-138
S4	136-130	136-195	137-107

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	137-205	136-235	0-290	0.7%	0-106	0.2%	88%	True	False	1,368,525
10	137-205	136-120	1-085	0.9%	0-114	0.3%	91%	True	False	1,456,321
20	138-055	136-010	2-045	1.6%	0-120	0.3%	70%	False	False	1,500,100
40	138-080	136-010	2-070	1.6%	0-121	0.3%	68%	False	False	1,330,728
60	138-300	136-010	2-290	2.1%	0-133	0.3%	52%	False	False	1,010,103
80	139-150	136-010	3-140	2.5%	0-126	0.3%	44%	False	False	757,962

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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-054
2.618	138-186
1.618	138-071
1.000	138-000
0.618	137-276
HIGH	137-205
0.618	137-161
0.500	137-148
0.382	137-134
LOW	137-090
0.618	137-019
1.000	136-295
1.618	136-224
2.618	136-109
4.250	135-241

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	137-162	137-144
PP	137-155	137-118
S1	137-148	137-092

Download as Excel Spreadsheet

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

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