ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 15-Jan-2021

Day Change Summary
	Previous	Current
	14-Jan-2021	15-Jan-2021	Change	Change %	Previous Week
Open	135-260	135-205	-0-055	-0.1%	135-170
High	135-270	135-295	0-025	0.1%	135-295
Low	135-155	135-165	0-010	0.0%	135-005
Close	135-170	135-270	0-100	0.2%	135-270
Range	0-115	0-130	0-015	13.0%	0-290
ATR	0-114	0-115	0-001	1.0%	0-000
Volume	5,984	1,135	-4,849	-81.0%	8,475

Daily Pivots for day following 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-313	136-262	136-022
R3	136-183	136-132	135-306
R2	136-053	136-053	135-294
R1	136-002	136-002	135-282	136-028
PP	135-243	135-243	135-243	135-256
S1	135-192	135-192	135-258	135-218
S2	135-113	135-113	135-246
S3	134-303	135-062	135-234
S4	134-173	134-252	135-198

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	138-100	137-315	136-110
R3	137-130	137-025	136-030
R2	136-160	136-160	136-003
R1	136-055	136-055	135-297	136-108
PP	135-190	135-190	135-190	135-216
S1	135-085	135-085	135-243	135-138
S2	134-220	134-220	135-217
S3	133-250	134-115	135-190
S4	132-280	133-145	135-110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-295	135-005	0-290	0.7%	0-134	0.3%	91%	True	False	1,695
10	137-085	135-005	2-080	1.7%	0-150	0.3%	37%	False	False	886
20	137-085	135-005	2-080	1.7%	0-102	0.2%	37%	False	False	451

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-208
2.618	136-315
1.618	136-185
1.000	136-105
0.618	136-055
HIGH	135-295
0.618	135-245
0.500	135-230
0.382	135-215
LOW	135-165
0.618	135-085
1.000	135-035
1.618	134-275
2.618	134-145
4.250	133-252

Fisher Pivots for day following 15-Jan-2021
Pivot	1 day	3 day
R1	135-257	135-250
PP	135-243	135-230
S1	135-230	135-210

Download as Excel Spreadsheet

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

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