ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-182 |
125-232 |
0-050 |
0.1% |
125-178 |
| High |
125-240 |
125-252 |
0-012 |
0.0% |
125-240 |
| Low |
125-182 |
125-198 |
0-015 |
0.0% |
125-112 |
| Close |
125-230 |
125-245 |
0-015 |
0.0% |
125-230 |
| Range |
0-058 |
0-055 |
-0-002 |
-4.3% |
0-128 |
| ATR |
0-055 |
0-055 |
0-000 |
0.0% |
0-000 |
| Volume |
743,819 |
771,310 |
27,491 |
3.7% |
4,867,307 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-077 |
126-056 |
125-275 |
|
| R3 |
126-022 |
126-001 |
125-260 |
|
| R2 |
125-287 |
125-287 |
125-255 |
|
| R1 |
125-266 |
125-266 |
125-250 |
125-276 |
| PP |
125-232 |
125-232 |
125-232 |
125-237 |
| S1 |
125-211 |
125-211 |
125-240 |
125-221 |
| S2 |
125-177 |
125-177 |
125-235 |
|
| S3 |
125-122 |
125-156 |
125-230 |
|
| S4 |
125-067 |
125-101 |
125-215 |
|
|
| 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 |
125-252 |
125-112 |
0-140 |
0.3% |
0-058 |
0.1% |
95% |
True |
False |
955,808 |
| 10 |
126-070 |
125-112 |
0-278 |
0.7% |
0-064 |
0.2% |
48% |
False |
False |
991,737 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
47% |
False |
False |
755,545 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
47% |
False |
False |
786,548 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-055 |
0.1% |
45% |
False |
False |
528,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-166 |
|
2.618 |
126-076 |
|
1.618 |
126-021 |
|
1.000 |
125-308 |
|
0.618 |
125-286 |
|
HIGH |
125-252 |
|
0.618 |
125-231 |
|
0.500 |
125-225 |
|
0.382 |
125-219 |
|
LOW |
125-198 |
|
0.618 |
125-164 |
|
1.000 |
125-142 |
|
1.618 |
125-109 |
|
2.618 |
125-054 |
|
4.250 |
124-284 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-238 |
125-233 |
| PP |
125-232 |
125-221 |
| S1 |
125-225 |
125-209 |
|