ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 28-Jan-2021

Day Change Summary
	Previous	Current
	27-Jan-2021	28-Jan-2021	Change	Change %	Previous Week
Open	136-130	136-140	0-010	0.0%	135-295
High	136-205	136-185	-0-020	0.0%	136-015
Low	136-095	136-035	-0-060	-0.1%	135-215
Close	136-170	136-075	-0-095	-0.2%	136-005
Range	0-110	0-150	0-040	36.4%	0-120
ATR	0-108	0-111	0-003	2.8%	0-000
Volume	8,760	19,143	10,383	118.5%	31,667

Daily Pivots for day following 28-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-228	137-142	136-158
R3	137-078	136-312	136-116
R2	136-248	136-248	136-102
R1	136-162	136-162	136-089	136-130
PP	136-098	136-098	136-098	136-082
S1	136-012	136-012	136-061	135-300
S2	135-268	135-268	136-048
S3	135-118	135-182	136-034
S4	134-288	135-032	135-312

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	135-260	0-265	0.6%	0-112	0.3%	51%	False	False	14,144
10	136-205	135-155	1-050	0.8%	0-107	0.2%	65%	False	False	9,523
20	137-085	135-005	2-080	1.7%	0-121	0.3%	54%	False	False	4,849

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	0-021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138-182
2.618	137-258
1.618	137-108
1.000	137-015
0.618	136-278
HIGH	136-185
0.618	136-128
0.500	136-110
0.382	136-092
LOW	136-035
0.618	135-262
1.000	135-205
1.618	135-112
2.618	134-282
4.250	134-038

Fisher Pivots for day following 28-Jan-2021
Pivot	1 day	3 day
R1	136-110	136-120
PP	136-098	136-105
S1	136-087	136-090

Download as Excel Spreadsheet

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

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