ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 20-Jan-2021

Day Change Summary
	Previous	Current
	19-Jan-2021	20-Jan-2021	Change	Change %	Previous Week
Open	135-295	135-270	-0-025	-0.1%	135-170
High	135-305	136-005	0-020	0.0%	135-295
Low	135-215	135-250	0-035	0.1%	135-005
Close	135-295	135-305	0-010	0.0%	135-270
Range	0-090	0-075	-0-015	-16.7%	0-290
ATR	0-113	0-110	-0-003	-2.4%	0-000
Volume	2,386	10,494	8,108	339.8%	8,475

Daily Pivots for day following 20-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-198	136-167	136-026
R3	136-123	136-092	136-006
R2	136-048	136-048	135-319
R1	136-017	136-017	135-312	136-032
PP	135-293	135-293	135-293	135-301
S1	135-262	135-262	135-298	135-278
S2	135-218	135-218	135-291
S3	135-143	135-187	135-284
S4	135-068	135-112	135-264

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	136-005	135-125	0-200	0.5%	0-110	0.3%	90%	True	False	4,127
10	136-300	135-005	1-295	1.4%	0-134	0.3%	49%	False	False	2,161
20	137-085	135-005	2-080	1.7%	0-106	0.2%	42%	False	False	1,095

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 12 trading days

Fibonacci Retracements and Extensions
4.250	137-004
2.618	136-201
1.618	136-126
1.000	136-080
0.618	136-051
HIGH	136-005
0.618	135-296
0.500	135-288
0.382	135-279
LOW	135-250
0.618	135-204
1.000	135-175
1.618	135-129
2.618	135-054
4.250	134-251

Fisher Pivots for day following 20-Jan-2021
Pivot	1 day	3 day
R1	135-299	135-285
PP	135-293	135-265
S1	135-288	135-245

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols