ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-150 |
125-158 |
0-008 |
0.0% |
126-045 |
| High |
125-168 |
125-208 |
0-040 |
0.1% |
126-072 |
| Low |
125-112 |
125-145 |
0-032 |
0.1% |
125-168 |
| Close |
125-155 |
125-198 |
0-042 |
0.1% |
125-190 |
| Range |
0-055 |
0-062 |
0-008 |
13.6% |
0-225 |
| ATR |
0-054 |
0-054 |
0-001 |
1.2% |
0-000 |
| Volume |
1,188,201 |
1,081,422 |
-106,779 |
-9.0% |
5,055,630 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-051 |
126-027 |
125-232 |
|
| R3 |
125-308 |
125-284 |
125-215 |
|
| R2 |
125-246 |
125-246 |
125-209 |
|
| R1 |
125-222 |
125-222 |
125-203 |
125-234 |
| PP |
125-183 |
125-183 |
125-183 |
125-189 |
| S1 |
125-159 |
125-159 |
125-192 |
125-171 |
| S2 |
125-121 |
125-121 |
125-186 |
|
| S3 |
125-058 |
125-097 |
125-180 |
|
| S4 |
124-316 |
125-034 |
125-163 |
|
|
| 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 |
125-270 |
125-112 |
0-158 |
0.4% |
0-058 |
0.1% |
54% |
False |
False |
1,042,847 |
| 10 |
126-072 |
125-112 |
0-280 |
0.7% |
0-058 |
0.1% |
30% |
False |
False |
924,085 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
30% |
False |
False |
728,903 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-050 |
0.1% |
30% |
False |
False |
728,127 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-053 |
0.1% |
29% |
False |
False |
486,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-153 |
|
2.618 |
126-051 |
|
1.618 |
125-309 |
|
1.000 |
125-270 |
|
0.618 |
125-246 |
|
HIGH |
125-208 |
|
0.618 |
125-184 |
|
0.500 |
125-176 |
|
0.382 |
125-169 |
|
LOW |
125-145 |
|
0.618 |
125-106 |
|
1.000 |
125-082 |
|
1.618 |
125-044 |
|
2.618 |
124-301 |
|
4.250 |
124-199 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-190 |
125-185 |
| PP |
125-183 |
125-172 |
| S1 |
125-176 |
125-160 |
|