ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 28-Jan-2021

Day Change Summary
	Previous	Current
	27-Jan-2021	28-Jan-2021	Change	Change %	Previous Week
Open	137-120	137-160	0-040	0.1%	136-295
High	137-205	137-190	-0-015	0.0%	137-025
Low	137-090	137-040	-0-050	-0.1%	136-210
Close	137-170	137-080	-0-090	-0.2%	137-010
Range	0-115	0-150	0-035	30.4%	0-135
ATR	0-119	0-121	0-002	1.9%	0-000
Volume	1,667,733	2,184,019	516,286	31.0%	5,401,449

Daily Pivots for day following 28-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	138-233	138-147	137-162
R3	138-083	137-317	137-121
R2	137-253	137-253	137-108
R1	137-167	137-167	137-094	137-135
PP	137-103	137-103	137-103	137-088
S1	137-017	137-017	137-066	136-305
S2	136-273	136-273	137-052
S3	136-123	136-187	137-039
S4	135-293	136-037	136-318

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	136-260	0-265	0.6%	0-115	0.3%	53%	False	False	1,533,473
10	137-205	136-160	1-045	0.8%	0-113	0.3%	66%	False	False	1,486,964
20	138-055	136-010	2-045	1.6%	0-124	0.3%	57%	False	False	1,570,538
40	138-080	136-010	2-070	1.6%	0-124	0.3%	55%	False	False	1,341,574
60	138-300	136-010	2-290	2.1%	0-133	0.3%	42%	False	False	1,046,439
80	139-035	136-010	3-025	2.2%	0-126	0.3%	40%	False	False	785,255

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139-188
2.618	138-263
1.618	138-113
1.000	138-020
0.618	137-283
HIGH	137-190
0.618	137-133
0.500	137-115
0.382	137-097
LOW	137-040
0.618	136-267
1.000	136-210
1.618	136-117
2.618	135-287
4.250	135-042

Fisher Pivots for day following 28-Jan-2021
Pivot	1 day	3 day
R1	137-115	137-122
PP	137-103	137-108
S1	137-092	137-094

Download as Excel Spreadsheet

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

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