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 |
|
|
|
|
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 |
|