ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 11-Jan-2021

Day Change Summary
	Previous	Current
	08-Jan-2021	11-Jan-2021	Change	Change %	Previous Week
Open	135-280	135-170	-0-110	-0.3%	136-230
High	135-285	135-250	-0-035	-0.1%	137-085
Low	135-170	135-095	-0-075	-0.2%	135-170
Close	135-205	135-135	-0-070	-0.2%	135-205
Range	0-115	0-155	0-040	34.8%	1-235
ATR	0-106	0-109	0-004	3.3%	0-000
Volume	173	151	-22	-12.7%	385

Daily Pivots for day following 11-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-305	136-215	135-220
R3	136-150	136-060	135-178
R2	135-315	135-315	135-163
R1	135-225	135-225	135-149	135-192
PP	135-160	135-160	135-160	135-144
S1	135-070	135-070	135-121	135-038
S2	135-005	135-005	135-107
S3	134-170	134-235	135-092
S4	134-015	134-080	135-050

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	141-112	140-073	136-190
R3	139-197	138-158	136-038
R2	137-282	137-282	135-307
R1	136-243	136-243	135-256	136-145
PP	136-047	136-047	136-047	135-318
S1	135-008	135-008	135-154	134-230
S2	134-132	134-132	135-103
S3	132-217	133-093	135-052
S4	130-302	131-178	134-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-065	135-095	1-290	1.4%	0-154	0.4%	7%	False	True	103
10	137-085	135-095	1-310	1.5%	0-125	0.3%	6%	False	True	65

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137-269
2.618	137-016
1.618	136-181
1.000	136-085
0.618	136-026
HIGH	135-250
0.618	135-191
0.500	135-172
0.382	135-154
LOW	135-095
0.618	134-319
1.000	134-260
1.618	134-164
2.618	134-009
4.250	133-076

Fisher Pivots for day following 11-Jan-2021
Pivot	1 day	3 day
R1	135-172	135-252
PP	135-160	135-213
S1	135-148	135-174

Download as Excel Spreadsheet

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

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