ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 19-Jan-2021

Day Change Summary
	Previous	Current
	15-Jan-2021	19-Jan-2021	Change	Change %	Previous Week
Open	135-205	135-295	0-090	0.2%	135-170
High	135-295	135-305	0-010	0.0%	135-295
Low	135-165	135-215	0-050	0.1%	135-005
Close	135-270	135-295	0-025	0.1%	135-270
Range	0-130	0-090	-0-040	-30.8%	0-290
ATR	0-115	0-113	-0-002	-1.5%	0-000
Volume	1,135	2,386	1,251	110.2%	8,475

Daily Pivots for day following 19-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-222	136-188	136-024
R3	136-132	136-098	136-000
R2	136-042	136-042	135-312
R1	136-008	136-008	135-303	136-020
PP	135-272	135-272	135-272	135-278
S1	135-238	135-238	135-287	135-250
S2	135-182	135-182	135-278
S3	135-092	135-148	135-270
S4	135-002	135-058	135-246

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	135-305	135-005	0-300	0.7%	0-121	0.3%	97%	True	False	2,142
10	137-065	135-005	2-060	1.6%	0-138	0.3%	41%	False	False	1,122
20	137-085	135-005	2-080	1.7%	0-103	0.2%	40%	False	False	570

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-032
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	137-048
2.618	136-221
1.618	136-131
1.000	136-075
0.618	136-041
HIGH	135-305
0.618	135-271
0.500	135-260
0.382	135-249
LOW	135-215
0.618	135-159
1.000	135-125
1.618	135-069
2.618	134-299
4.250	134-152

Fisher Pivots for day following 19-Jan-2021
Pivot	1 day	3 day
R1	135-283	135-273
PP	135-272	135-252
S1	135-260	135-230

Download as Excel Spreadsheet

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

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