ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
126-070 |
126-028 |
-0-042 |
-0.1% |
126-028 |
High |
126-070 |
126-040 |
-0-030 |
-0.1% |
126-060 |
Low |
126-020 |
125-238 |
-0-102 |
-0.3% |
125-310 |
Close |
126-025 |
125-252 |
-0-092 |
-0.2% |
126-052 |
Range |
0-050 |
0-122 |
0-072 |
145.0% |
0-070 |
ATR |
0-047 |
0-052 |
0-005 |
11.5% |
0-000 |
Volume |
674,296 |
1,519,420 |
845,124 |
125.3% |
2,026,469 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-011 |
126-254 |
126-000 |
|
R3 |
126-208 |
126-132 |
125-286 |
|
R2 |
126-086 |
126-086 |
125-275 |
|
R1 |
126-009 |
126-009 |
125-264 |
125-306 |
PP |
125-283 |
125-283 |
125-283 |
125-272 |
S1 |
125-207 |
125-207 |
125-241 |
125-184 |
S2 |
125-161 |
125-161 |
125-230 |
|
S3 |
125-038 |
125-084 |
125-219 |
|
S4 |
124-236 |
124-282 |
125-185 |
|
|
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 |
127-241 |
2.618 |
127-041 |
1.618 |
126-238 |
1.000 |
126-162 |
0.618 |
126-116 |
HIGH |
126-040 |
0.618 |
125-313 |
0.500 |
125-299 |
0.382 |
125-284 |
LOW |
125-238 |
0.618 |
125-162 |
1.000 |
125-115 |
1.618 |
125-039 |
2.618 |
124-237 |
4.250 |
124-037 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
125-299 |
125-315 |
PP |
125-283 |
125-294 |
S1 |
125-268 |
125-273 |
|