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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-072 125-238 0-155 0.4% 0-058 0.1% 10% False True 805,323
10 126-072 125-238 0-155 0.4% 0-047 0.1% 10% False True 622,460
20 126-072 125-238 0-155 0.4% 0-048 0.1% 10% False True 623,351
40 126-072 125-135 0-258 0.6% 0-053 0.1% 46% False False 598,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 24 trading days
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

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

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