ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	136-120	136-130	0-010	0.0%	135-295
High	136-145	136-205	0-060	0.1%	136-015
Low	136-085	136-095	0-010	0.0%	135-215
Close	136-120	136-170	0-050	0.1%	136-005
Range	0-060	0-110	0-050	83.3%	0-120
ATR	0-108	0-108	0-000	0.2%	0-000
Volume	18,819	8,760	-10,059	-53.5%	31,667

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-167	137-118	136-230
R3	137-057	137-008	136-200
R2	136-267	136-267	136-190
R1	136-218	136-218	136-180	136-242
PP	136-157	136-157	136-157	136-169
S1	136-108	136-108	136-160	136-132
S2	136-047	136-047	136-150
S3	135-257	135-318	136-140
S4	135-147	135-208	136-110

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-012	136-288	136-071
R3	136-212	136-168	136-038
R2	136-092	136-092	136-027
R1	136-048	136-048	136-016	136-070
PP	135-292	135-292	135-292	135-302
S1	135-248	135-248	135-314	135-270
S2	135-172	135-172	135-303
S3	135-052	135-128	135-292
S4	134-252	135-008	135-259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136-205	135-230	0-295	0.7%	0-102	0.2%	88%	True	False	11,219
10	136-205	135-125	1-080	0.9%	0-106	0.2%	91%	True	False	7,673
20	137-085	135-005	2-080	1.6%	0-116	0.3%	67%	False	False	3,897

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	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-032
2.618	137-173
1.618	137-063
1.000	136-315
0.618	136-273
HIGH	136-205
0.618	136-163
0.500	136-150
0.382	136-137
LOW	136-095
0.618	136-027
1.000	135-305
1.618	135-237
2.618	135-127
4.250	134-268

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	136-163	136-144
PP	136-157	136-118
S1	136-150	136-092

Download as Excel Spreadsheet

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

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