ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-200 |
125-182 |
-0-018 |
0.0% |
125-178 |
| High |
125-228 |
125-240 |
0-012 |
0.0% |
125-240 |
| Low |
125-165 |
125-182 |
0-018 |
0.0% |
125-112 |
| Close |
125-185 |
125-230 |
0-045 |
0.1% |
125-230 |
| Range |
0-062 |
0-058 |
-0-005 |
-8.0% |
0-128 |
| ATR |
0-055 |
0-055 |
0-000 |
0.3% |
0-000 |
| Volume |
994,290 |
743,819 |
-250,471 |
-25.2% |
4,867,307 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-070 |
126-048 |
125-262 |
|
| R3 |
126-012 |
125-310 |
125-246 |
|
| R2 |
125-275 |
125-275 |
125-241 |
|
| R1 |
125-252 |
125-252 |
125-235 |
125-264 |
| PP |
125-218 |
125-218 |
125-218 |
125-223 |
| S1 |
125-195 |
125-195 |
125-225 |
125-206 |
| S2 |
125-160 |
125-160 |
125-219 |
|
| S3 |
125-102 |
125-138 |
125-214 |
|
| S4 |
125-045 |
125-080 |
125-198 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-257 |
126-211 |
125-300 |
|
| R3 |
126-129 |
126-083 |
125-265 |
|
| R2 |
126-002 |
126-002 |
125-253 |
|
| R1 |
125-276 |
125-276 |
125-242 |
125-299 |
| PP |
125-194 |
125-194 |
125-194 |
125-206 |
| S1 |
125-148 |
125-148 |
125-218 |
125-171 |
| S2 |
125-067 |
125-067 |
125-207 |
|
| S3 |
124-259 |
125-021 |
125-195 |
|
| S4 |
124-132 |
124-213 |
125-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-240 |
125-112 |
0-128 |
0.3% |
0-059 |
0.1% |
92% |
True |
False |
973,461 |
| 10 |
126-072 |
125-112 |
0-280 |
0.7% |
0-063 |
0.2% |
42% |
False |
False |
992,293 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
42% |
False |
False |
753,974 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
42% |
False |
False |
770,511 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-054 |
0.1% |
40% |
False |
False |
515,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-164 |
|
2.618 |
126-071 |
|
1.618 |
126-013 |
|
1.000 |
125-298 |
|
0.618 |
125-276 |
|
HIGH |
125-240 |
|
0.618 |
125-218 |
|
0.500 |
125-211 |
|
0.382 |
125-204 |
|
LOW |
125-182 |
|
0.618 |
125-147 |
|
1.000 |
125-125 |
|
1.618 |
125-089 |
|
2.618 |
125-032 |
|
4.250 |
124-258 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-224 |
125-218 |
| PP |
125-218 |
125-205 |
| S1 |
125-211 |
125-192 |
|