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 |
|
|
|
|
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 |
|