ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 125-178 125-150 -0-028 -0.1% 126-045
High 125-208 125-168 -0-040 -0.1% 126-072
Low 125-150 125-112 -0-038 -0.1% 125-168
Close 125-165 125-155 -0-010 0.0% 125-190
Range 0-058 0-055 -0-002 -4.3% 0-225
ATR 0-053 0-054 0-000 0.2% 0-000
Volume 859,575 1,188,201 328,626 38.2% 5,055,630
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 125-310 125-288 125-185
R3 125-255 125-232 125-170
R2 125-200 125-200 125-165
R1 125-178 125-178 125-160 125-189
PP 125-145 125-145 125-145 125-151
S1 125-122 125-122 125-150 125-134
S2 125-090 125-090 125-145
S3 125-035 125-068 125-140
S4 124-300 125-012 125-125
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-040 125-112 0-248 0.6% 0-070 0.2% 17% False True 1,130,447
10 126-072 125-112 0-280 0.7% 0-054 0.1% 15% False True 862,324
20 126-072 125-112 0-280 0.7% 0-050 0.1% 15% False True 701,539
40 126-072 125-112 0-280 0.7% 0-050 0.1% 15% False True 701,330
60 126-088 125-112 0-295 0.7% 0-053 0.1% 14% False True 468,505
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-081
2.618 125-311
1.618 125-256
1.000 125-222
0.618 125-201
HIGH 125-168
0.618 125-146
0.500 125-140
0.382 125-134
LOW 125-112
0.618 125-079
1.000 125-058
1.618 125-024
2.618 124-289
4.250 124-199
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 125-150 125-169
PP 125-145 125-164
S1 125-140 125-160

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

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