ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 126-028 125-258 -0-090 -0.2% 126-028
High 126-040 125-270 -0-090 -0.2% 126-060
Low 125-238 125-212 -0-025 -0.1% 125-310
Close 125-252 125-228 -0-025 -0.1% 126-052
Range 0-122 0-058 -0-065 -53.1% 0-070
ATR 0-052 0-053 0-000 0.7% 0-000
Volume 1,519,420 905,762 -613,658 -40.4% 2,026,469
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-089 126-056 125-259
R3 126-032 125-318 125-243
R2 125-294 125-294 125-238
R1 125-261 125-261 125-233 125-249
PP 125-237 125-237 125-237 125-231
S1 125-203 125-203 125-222 125-191
S2 125-179 125-179 125-217
S3 125-122 125-146 125-212
S4 125-064 125-088 125-196
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
5 126-072 125-212 0-180 0.4% 0-062 0.2% 8% False True 900,568
10 126-072 125-212 0-180 0.4% 0-049 0.1% 8% False True 668,705
20 126-072 125-212 0-180 0.4% 0-049 0.1% 8% False True 638,818
40 126-072 125-135 0-258 0.6% 0-050 0.1% 36% False False 621,483
Crabel Price Patterns
NR True
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-194
2.618 126-101
1.618 126-043
1.000 126-008
0.618 125-306
HIGH 125-270
0.618 125-248
0.500 125-241
0.382 125-234
LOW 125-212
0.618 125-177
1.000 125-155
1.618 125-119
2.618 125-062
4.250 124-288
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 125-241 125-301
PP 125-237 125-277
S1 125-232 125-252

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

View Archives - Comment on this page... - Back to Index of Symbols