ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 01-Feb-2021

Day Change Summary
	Previous	Current
	29-Jan-2021	01-Feb-2021	Change	Change %	Previous Week
Open	137-085	137-055	-0-030	-0.1%	137-010
High	137-105	137-095	-0-010	0.0%	137-205
Low	136-285	137-020	0-055	0.1%	136-285
Close	137-010	137-060	0-050	0.1%	137-010
Range	0-140	0-075	-0-065	-46.4%	0-240
ATR	0-122	0-120	-0-003	-2.2%	0-000
Volume	2,708,254	1,192,644	-1,515,610	-56.0%	9,086,460

Daily Pivots for day following 01-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-283	137-247	137-101
R3	137-208	137-172	137-081
R2	137-133	137-133	137-074
R1	137-097	137-097	137-067	137-115
PP	137-058	137-058	137-058	137-068
S1	137-022	137-022	137-053	137-040
S2	136-303	136-303	137-046
S3	136-228	136-267	137-039
S4	136-153	136-192	137-019

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	139-140	138-315	137-142
R3	138-220	138-075	137-076
R2	137-300	137-300	137-054
R1	137-155	137-155	137-032	137-130
PP	137-060	137-060	137-060	137-048
S1	136-235	136-235	136-308	136-210
S2	136-140	136-140	136-286
S3	135-220	135-315	136-264
S4	134-300	135-075	136-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-205	136-285	0-240	0.5%	0-108	0.2%	40%	False	False	1,774,840
10	137-205	136-210	0-315	0.7%	0-108	0.2%	54%	False	False	1,568,055
20	138-055	136-010	2-045	1.6%	0-128	0.3%	54%	False	False	1,685,891
40	138-080	136-010	2-070	1.6%	0-119	0.3%	52%	False	False	1,349,000
60	138-300	136-010	2-290	2.1%	0-133	0.3%	40%	False	False	1,111,313
80	139-030	136-010	3-020	2.2%	0-125	0.3%	38%	False	False	834,013

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	138-094
2.618	137-291
1.618	137-216
1.000	137-170
0.618	137-141
HIGH	137-095
0.618	137-066
0.500	137-058
0.382	137-049
LOW	137-020
0.618	136-294
1.000	136-265
1.618	136-219
2.618	136-144
4.250	136-021

Fisher Pivots for day following 01-Feb-2021
Pivot	1 day	3 day
R1	137-059	137-078
PP	137-058	137-072
S1	137-058	137-066

Download as Excel Spreadsheet

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

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