ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-232 |
125-250 |
0-018 |
0.0% |
125-178 |
| High |
125-252 |
125-260 |
0-008 |
0.0% |
125-240 |
| Low |
125-198 |
125-225 |
0-028 |
0.1% |
125-112 |
| Close |
125-245 |
125-248 |
0-002 |
0.0% |
125-230 |
| Range |
0-055 |
0-035 |
-0-020 |
-36.4% |
0-128 |
| ATR |
0-055 |
0-054 |
-0-001 |
-2.6% |
0-000 |
| Volume |
771,310 |
681,113 |
-90,197 |
-11.7% |
4,867,307 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-029 |
126-013 |
125-267 |
|
| R3 |
125-314 |
125-298 |
125-257 |
|
| R2 |
125-279 |
125-279 |
125-254 |
|
| R1 |
125-263 |
125-263 |
125-251 |
125-254 |
| PP |
125-244 |
125-244 |
125-244 |
125-239 |
| S1 |
125-228 |
125-228 |
125-244 |
125-219 |
| S2 |
125-209 |
125-209 |
125-241 |
|
| S3 |
125-174 |
125-193 |
125-238 |
|
| S4 |
125-139 |
125-158 |
125-228 |
|
|
| 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 |
125-260 |
125-145 |
0-115 |
0.3% |
0-054 |
0.1% |
89% |
True |
False |
854,390 |
| 10 |
126-040 |
125-112 |
0-248 |
0.6% |
0-062 |
0.2% |
55% |
False |
False |
992,418 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
48% |
False |
False |
765,140 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
48% |
False |
False |
794,531 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-054 |
0.1% |
46% |
False |
False |
539,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-089 |
|
2.618 |
126-032 |
|
1.618 |
125-317 |
|
1.000 |
125-295 |
|
0.618 |
125-282 |
|
HIGH |
125-260 |
|
0.618 |
125-247 |
|
0.500 |
125-242 |
|
0.382 |
125-238 |
|
LOW |
125-225 |
|
0.618 |
125-203 |
|
1.000 |
125-190 |
|
1.618 |
125-168 |
|
2.618 |
125-133 |
|
4.250 |
125-076 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-246 |
125-239 |
| PP |
125-244 |
125-230 |
| S1 |
125-242 |
125-221 |
|