ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-275 |
125-315 |
0-040 |
0.1% |
125-232 |
| High |
126-000 |
126-000 |
0-000 |
0.0% |
125-278 |
| Low |
125-262 |
125-295 |
0-032 |
0.1% |
125-198 |
| Close |
125-308 |
125-305 |
-0-002 |
0.0% |
125-270 |
| Range |
0-058 |
0-025 |
-0-032 |
-56.5% |
0-080 |
| ATR |
0-052 |
0-050 |
-0-002 |
-3.7% |
0-000 |
| Volume |
700,183 |
667,235 |
-32,948 |
-4.7% |
2,873,229 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-062 |
126-048 |
125-319 |
|
| R3 |
126-037 |
126-023 |
125-312 |
|
| R2 |
126-012 |
126-012 |
125-310 |
|
| R1 |
125-318 |
125-318 |
125-307 |
125-312 |
| PP |
125-307 |
125-307 |
125-307 |
125-304 |
| S1 |
125-293 |
125-293 |
125-303 |
125-288 |
| S2 |
125-282 |
125-282 |
125-300 |
|
| S3 |
125-257 |
125-268 |
125-298 |
|
| S4 |
125-232 |
125-243 |
125-291 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
126-139 |
125-314 |
|
| R3 |
126-088 |
126-059 |
125-292 |
|
| R2 |
126-008 |
126-008 |
125-285 |
|
| R1 |
125-299 |
125-299 |
125-277 |
125-314 |
| PP |
125-248 |
125-248 |
125-248 |
125-256 |
| S1 |
125-219 |
125-219 |
125-263 |
125-234 |
| S2 |
125-168 |
125-168 |
125-255 |
|
| S3 |
125-088 |
125-139 |
125-248 |
|
| S4 |
125-008 |
125-059 |
125-226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-000 |
125-218 |
0-102 |
0.3% |
0-038 |
0.1% |
85% |
True |
False |
693,867 |
| 10 |
126-000 |
125-112 |
0-208 |
0.5% |
0-048 |
0.1% |
93% |
True |
False |
824,837 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
69% |
False |
False |
809,502 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
69% |
False |
False |
730,929 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-055 |
0.1% |
65% |
False |
False |
586,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-106 |
|
2.618 |
126-065 |
|
1.618 |
126-040 |
|
1.000 |
126-025 |
|
0.618 |
126-015 |
|
HIGH |
126-000 |
|
0.618 |
125-310 |
|
0.500 |
125-308 |
|
0.382 |
125-305 |
|
LOW |
125-295 |
|
0.618 |
125-280 |
|
1.000 |
125-270 |
|
1.618 |
125-255 |
|
2.618 |
125-230 |
|
4.250 |
125-189 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-308 |
125-298 |
| PP |
125-307 |
125-290 |
| S1 |
125-306 |
125-282 |
|