ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	135-270	136-000	0-050	0.1%	135-170
High	136-005	136-010	0-005	0.0%	135-295
Low	135-250	135-230	-0-020	0.0%	135-005
Close	135-305	135-280	-0-025	-0.1%	135-270
Range	0-075	0-100	0-025	33.3%	0-290
ATR	0-110	0-110	-0-001	-0.7%	0-000
Volume	10,494	4,518	-5,976	-56.9%	8,475

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-260	136-210	136-015
R3	136-160	136-110	135-308
R2	136-060	136-060	135-298
R1	136-010	136-010	135-289	135-305
PP	135-280	135-280	135-280	135-268
S1	135-230	135-230	135-271	135-205
S2	135-180	135-180	135-262
S3	135-080	135-130	135-252
S4	134-300	135-030	135-225

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	136-010	135-155	0-175	0.4%	0-102	0.2%	71%	True	False	4,903
10	136-090	135-005	1-085	0.9%	0-118	0.3%	68%	False	False	2,606
20	137-085	135-005	2-080	1.7%	0-108	0.2%	38%	False	False	1,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137-115
2.618	136-272
1.618	136-172
1.000	136-110
0.618	136-072
HIGH	136-010
0.618	135-292
0.500	135-280
0.382	135-268
LOW	135-230
0.618	135-168
1.000	135-130
1.618	135-068
2.618	134-288
4.250	134-125

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	135-280	135-278
PP	135-280	135-275
S1	135-280	135-272

Download as Excel Spreadsheet

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

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