ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
137-005 |
136-235 |
-0-090 |
-0.2% |
137-010 |
| High |
137-005 |
136-270 |
-0-055 |
-0.1% |
137-205 |
| Low |
136-230 |
136-190 |
-0-040 |
-0.1% |
136-285 |
| Close |
136-255 |
136-255 |
0-000 |
0.0% |
137-010 |
| Range |
0-095 |
0-080 |
-0-015 |
-15.8% |
0-240 |
| ATR |
0-117 |
0-115 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,400,220 |
1,424,723 |
24,503 |
1.7% |
9,086,460 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-158 |
137-127 |
136-299 |
|
| R3 |
137-078 |
137-047 |
136-277 |
|
| R2 |
136-318 |
136-318 |
136-270 |
|
| R1 |
136-287 |
136-287 |
136-262 |
136-302 |
| PP |
136-238 |
136-238 |
136-238 |
136-246 |
| S1 |
136-207 |
136-207 |
136-248 |
136-222 |
| S2 |
136-158 |
136-158 |
136-240 |
|
| S3 |
136-078 |
136-127 |
136-233 |
|
| S4 |
135-318 |
136-047 |
136-211 |
|
|
| 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 |
137-105 |
136-190 |
0-235 |
0.5% |
0-100 |
0.2% |
28% |
False |
True |
1,589,525 |
| 10 |
137-205 |
136-190 |
1-015 |
0.8% |
0-108 |
0.2% |
19% |
False |
True |
1,561,499 |
| 20 |
137-205 |
136-010 |
1-195 |
1.2% |
0-117 |
0.3% |
48% |
False |
False |
1,622,489 |
| 40 |
138-080 |
136-010 |
2-070 |
1.6% |
0-114 |
0.3% |
35% |
False |
False |
1,355,610 |
| 60 |
138-125 |
136-010 |
2-115 |
1.7% |
0-124 |
0.3% |
32% |
False |
False |
1,178,393 |
| 80 |
139-030 |
136-010 |
3-020 |
2.2% |
0-124 |
0.3% |
25% |
False |
False |
884,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-290 |
|
2.618 |
137-159 |
|
1.618 |
137-079 |
|
1.000 |
137-030 |
|
0.618 |
136-319 |
|
HIGH |
136-270 |
|
0.618 |
136-239 |
|
0.500 |
136-230 |
|
0.382 |
136-221 |
|
LOW |
136-190 |
|
0.618 |
136-141 |
|
1.000 |
136-110 |
|
1.618 |
136-061 |
|
2.618 |
135-301 |
|
4.250 |
135-170 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
136-247 |
136-290 |
| PP |
136-238 |
136-278 |
| S1 |
136-230 |
136-267 |
|