ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
125-258 |
125-212 |
-0-045 |
-0.1% |
126-045 |
High |
125-270 |
125-225 |
-0-045 |
-0.1% |
126-072 |
Low |
125-212 |
125-168 |
-0-045 |
-0.1% |
125-168 |
Close |
125-228 |
125-190 |
-0-038 |
-0.1% |
125-190 |
Range |
0-058 |
0-058 |
0-000 |
0.0% |
0-225 |
ATR |
0-053 |
0-053 |
0-001 |
1.0% |
0-000 |
Volume |
905,762 |
1,179,277 |
273,515 |
30.2% |
5,055,630 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-047 |
126-016 |
125-222 |
|
R3 |
125-309 |
125-278 |
125-206 |
|
R2 |
125-252 |
125-252 |
125-201 |
|
R1 |
125-221 |
125-221 |
125-195 |
125-208 |
PP |
125-194 |
125-194 |
125-194 |
125-188 |
S1 |
125-163 |
125-163 |
125-185 |
125-150 |
S2 |
125-137 |
125-137 |
125-179 |
|
S3 |
125-079 |
125-106 |
125-174 |
|
S4 |
125-022 |
125-048 |
125-158 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-285 |
127-142 |
125-314 |
|
R3 |
127-060 |
126-238 |
125-252 |
|
R2 |
126-155 |
126-155 |
125-231 |
|
R1 |
126-012 |
126-012 |
125-211 |
125-291 |
PP |
125-250 |
125-250 |
125-250 |
125-229 |
S1 |
125-108 |
125-108 |
125-169 |
125-066 |
S2 |
125-025 |
125-025 |
125-149 |
|
S3 |
124-120 |
124-202 |
125-128 |
|
S4 |
123-215 |
123-298 |
125-066 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-149 |
2.618 |
126-056 |
1.618 |
125-318 |
1.000 |
125-282 |
0.618 |
125-261 |
HIGH |
125-225 |
0.618 |
125-203 |
0.500 |
125-196 |
0.382 |
125-189 |
LOW |
125-168 |
0.618 |
125-132 |
1.000 |
125-110 |
1.618 |
125-074 |
2.618 |
125-017 |
4.250 |
124-243 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
125-196 |
125-264 |
PP |
125-194 |
125-239 |
S1 |
125-192 |
125-215 |
|