ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-250 |
125-252 |
0-002 |
0.0% |
125-178 |
| High |
125-260 |
125-258 |
-0-002 |
0.0% |
125-240 |
| Low |
125-225 |
125-218 |
-0-008 |
0.0% |
125-112 |
| Close |
125-248 |
125-250 |
0-002 |
0.0% |
125-230 |
| Range |
0-035 |
0-040 |
0-005 |
14.3% |
0-128 |
| ATR |
0-054 |
0-053 |
-0-001 |
-1.8% |
0-000 |
| Volume |
681,113 |
667,806 |
-13,307 |
-2.0% |
4,867,307 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-042 |
126-026 |
125-272 |
|
| R3 |
126-002 |
125-306 |
125-261 |
|
| R2 |
125-282 |
125-282 |
125-257 |
|
| R1 |
125-266 |
125-266 |
125-254 |
125-254 |
| PP |
125-242 |
125-242 |
125-242 |
125-236 |
| S1 |
125-226 |
125-226 |
125-246 |
125-214 |
| S2 |
125-202 |
125-202 |
125-243 |
|
| S3 |
125-162 |
125-186 |
125-239 |
|
| S4 |
125-122 |
125-146 |
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 |
125-165 |
0-095 |
0.2% |
0-050 |
0.1% |
89% |
False |
False |
771,667 |
| 10 |
125-270 |
125-112 |
0-158 |
0.4% |
0-054 |
0.1% |
87% |
False |
False |
907,257 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-050 |
0.1% |
49% |
False |
False |
764,858 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
49% |
False |
False |
798,382 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-054 |
0.1% |
47% |
False |
False |
550,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-108 |
|
2.618 |
126-042 |
|
1.618 |
126-002 |
|
1.000 |
125-298 |
|
0.618 |
125-282 |
|
HIGH |
125-258 |
|
0.618 |
125-242 |
|
0.500 |
125-238 |
|
0.382 |
125-233 |
|
LOW |
125-218 |
|
0.618 |
125-193 |
|
1.000 |
125-178 |
|
1.618 |
125-153 |
|
2.618 |
125-113 |
|
4.250 |
125-048 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-246 |
125-243 |
| PP |
125-242 |
125-236 |
| S1 |
125-238 |
125-229 |
|