ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 126-045 126-070 0-025 0.1% 126-028
High 126-072 126-070 -0-002 0.0% 126-060
Low 126-022 126-020 -0-002 0.0% 125-310
Close 126-065 126-025 -0-040 -0.1% 126-052
Range 0-050 0-050 0-000 0.0% 0-070
ATR 0-047 0-047 0-000 0.5% 0-000
Volume 776,875 674,296 -102,579 -13.2% 2,026,469
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-188 126-157 126-052
R3 126-138 126-107 126-039
R2 126-088 126-088 126-034
R1 126-057 126-057 126-030 126-048
PP 126-038 126-038 126-038 126-034
S1 126-007 126-007 126-020 125-318
S2 125-308 125-308 126-016
S3 125-258 125-277 126-011
S4 125-208 125-227 125-318
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
5 126-072 126-005 0-068 0.2% 0-038 0.1% 30% False False 594,202
10 126-072 125-305 0-088 0.2% 0-042 0.1% 46% False False 537,861
20 126-072 125-230 0-162 0.4% 0-045 0.1% 71% False False 576,408
40 126-072 125-135 0-258 0.6% 0-052 0.1% 82% False False 561,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-009
Fibonacci Retracements and Extensions
4.250 126-282
2.618 126-201
1.618 126-151
1.000 126-120
0.618 126-101
HIGH 126-070
0.618 126-051
0.500 126-045
0.382 126-039
LOW 126-020
0.618 125-309
1.000 125-290
1.618 125-259
2.618 125-209
4.250 125-128
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 126-045 126-046
PP 126-038 126-039
S1 126-032 126-032

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

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