ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
125-158 |
125-200 |
0-042 |
0.1% |
126-045 |
High |
125-208 |
125-228 |
0-020 |
0.0% |
126-072 |
Low |
125-145 |
125-165 |
0-020 |
0.0% |
125-168 |
Close |
125-198 |
125-185 |
-0-012 |
0.0% |
125-190 |
Range |
0-062 |
0-062 |
0-000 |
0.0% |
0-225 |
ATR |
0-054 |
0-055 |
0-001 |
1.1% |
0-000 |
Volume |
1,081,422 |
994,290 |
-87,132 |
-8.1% |
5,055,630 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-060 |
126-025 |
125-219 |
|
R3 |
125-318 |
125-282 |
125-202 |
|
R2 |
125-255 |
125-255 |
125-196 |
|
R1 |
125-220 |
125-220 |
125-191 |
125-206 |
PP |
125-192 |
125-192 |
125-192 |
125-186 |
S1 |
125-158 |
125-158 |
125-179 |
125-144 |
S2 |
125-130 |
125-130 |
125-174 |
|
S3 |
125-068 |
125-095 |
125-168 |
|
S4 |
125-005 |
125-032 |
125-151 |
|
|
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 |
125-228 |
125-112 |
0-115 |
0.3% |
0-059 |
0.1% |
63% |
True |
False |
1,060,553 |
10 |
126-072 |
125-112 |
0-280 |
0.7% |
0-060 |
0.1% |
26% |
False |
False |
980,560 |
20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
26% |
False |
False |
751,430 |
40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
26% |
False |
False |
752,286 |
60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-054 |
0.1% |
25% |
False |
False |
503,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-173 |
2.618 |
126-071 |
1.618 |
126-009 |
1.000 |
125-290 |
0.618 |
125-266 |
HIGH |
125-228 |
0.618 |
125-204 |
0.500 |
125-196 |
0.382 |
125-189 |
LOW |
125-165 |
0.618 |
125-126 |
1.000 |
125-102 |
1.618 |
125-064 |
2.618 |
125-001 |
4.250 |
124-219 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
125-196 |
125-180 |
PP |
125-192 |
125-175 |
S1 |
125-189 |
125-170 |
|