ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 136-230 137-050 0-140 0.3% 136-250
High 137-085 137-065 -0-020 0.0% 137-060
Low 136-195 136-275 0-080 0.2% 136-250
Close 137-065 136-290 -0-095 -0.2% 137-060
Range 0-210 0-110 -0-100 -47.6% 0-130
ATR
Volume 18 105 87 483.3% 116
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 138-007 137-258 137-030
R3 137-217 137-148 137-000
R2 137-107 137-107 136-310
R1 137-038 137-038 136-300 137-018
PP 136-317 136-317 136-317 136-306
S1 136-248 136-248 136-280 136-228
S2 136-207 136-207 136-270
S3 136-097 136-138 136-260
S4 135-307 136-028 136-230
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 138-087 138-043 137-132
R3 137-277 137-233 137-096
R2 137-147 137-147 137-084
R1 137-103 137-103 137-072 137-125
PP 137-017 137-017 137-017 137-028
S1 136-293 136-293 137-048 136-315
S2 136-207 136-207 137-036
S3 136-077 136-163 137-024
S4 135-267 136-033 136-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-085 136-195 0-210 0.5% 0-096 0.2% 45% False False 47
10 137-085 136-195 0-210 0.5% 0-078 0.2% 45% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-212
2.618 138-033
1.618 137-243
1.000 137-175
0.618 137-133
HIGH 137-065
0.618 137-023
0.500 137-010
0.382 136-317
LOW 136-275
0.618 136-207
1.000 136-165
1.618 136-097
2.618 135-307
4.250 135-128
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 137-010 136-300
PP 136-317 136-297
S1 136-303 136-293

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

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