ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 27-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
125-315 |
125-305 |
-0-010 |
0.0% |
125-232 |
High |
126-000 |
126-025 |
0-025 |
0.1% |
125-278 |
Low |
125-295 |
125-295 |
0-000 |
0.0% |
125-198 |
Close |
125-305 |
126-008 |
0-022 |
0.1% |
125-270 |
Range |
0-025 |
0-050 |
0-025 |
100.0% |
0-080 |
ATR |
0-050 |
0-050 |
0-000 |
0.0% |
0-000 |
Volume |
667,235 |
735,423 |
68,188 |
10.2% |
2,873,229 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-152 |
126-130 |
126-035 |
|
R3 |
126-102 |
126-080 |
126-021 |
|
R2 |
126-052 |
126-052 |
126-017 |
|
R1 |
126-030 |
126-030 |
126-012 |
126-041 |
PP |
126-002 |
126-002 |
126-002 |
126-008 |
S1 |
125-300 |
125-300 |
126-003 |
125-311 |
S2 |
125-272 |
125-272 |
125-318 |
|
S3 |
125-222 |
125-250 |
125-314 |
|
S4 |
125-172 |
125-200 |
125-300 |
|
|
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 |
126-025 |
125-218 |
0-128 |
0.3% |
0-041 |
0.1% |
86% |
True |
False |
704,729 |
10 |
126-025 |
125-145 |
0-200 |
0.5% |
0-048 |
0.1% |
91% |
True |
False |
779,560 |
20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
77% |
False |
False |
820,942 |
40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
77% |
False |
False |
738,927 |
60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-055 |
0.1% |
73% |
False |
False |
598,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-238 |
2.618 |
126-156 |
1.618 |
126-106 |
1.000 |
126-075 |
0.618 |
126-056 |
HIGH |
126-025 |
0.618 |
126-006 |
0.500 |
126-000 |
0.382 |
125-314 |
LOW |
125-295 |
0.618 |
125-264 |
1.000 |
125-245 |
1.618 |
125-214 |
2.618 |
125-164 |
4.250 |
125-082 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
126-005 |
126-000 |
PP |
126-002 |
125-312 |
S1 |
126-000 |
125-304 |
|