ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 126-038 126-045 0-008 0.0% 126-028
High 126-060 126-072 0-012 0.0% 126-060
Low 126-032 126-022 -0-010 0.0% 125-310
Close 126-052 126-065 0-012 0.0% 126-052
Range 0-028 0-050 0-022 81.8% 0-070
ATR 0-046 0-047 0-000 0.6% 0-000
Volume 626,489 776,875 150,386 24.0% 2,026,469
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-203 126-184 126-092
R3 126-153 126-134 126-079
R2 126-103 126-103 126-074
R1 126-084 126-084 126-070 126-094
PP 126-053 126-053 126-053 126-058
S1 126-034 126-034 126-060 126-044
S2 126-003 126-003 126-056
S3 125-273 125-304 126-051
S4 125-223 125-254 126-038
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-244 126-218 126-091
R3 126-174 126-148 126-072
R2 126-104 126-104 126-065
R1 126-078 126-078 126-059 126-091
PP 126-034 126-034 126-034 126-041
S1 126-008 126-008 126-046 126-021
S2 125-284 125-284 126-040
S3 125-214 125-258 126-033
S4 125-144 125-188 126-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-072 125-310 0-082 0.2% 0-037 0.1% 91% True False 560,668
10 126-072 125-305 0-088 0.2% 0-040 0.1% 91% True False 519,353
20 126-072 125-215 0-178 0.4% 0-046 0.1% 96% True False 579,142
40 126-088 125-135 0-272 0.7% 0-053 0.1% 92% False False 544,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-285
2.618 126-203
1.618 126-153
1.000 126-122
0.618 126-103
HIGH 126-072
0.618 126-053
0.500 126-048
0.382 126-042
LOW 126-022
0.618 125-312
1.000 125-292
1.618 125-262
2.618 125-212
4.250 125-130
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 126-059 126-056
PP 126-053 126-048
S1 126-048 126-039

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

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