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 |
|
|
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 |
|