ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-288 |
125-250 |
-0-038 |
-0.1% |
125-275 |
| High |
125-288 |
125-268 |
-0-020 |
0.0% |
126-025 |
| Low |
125-248 |
125-235 |
-0-012 |
0.0% |
125-262 |
| Close |
125-258 |
125-262 |
0-005 |
0.0% |
125-280 |
| Range |
0-040 |
0-032 |
-0-008 |
-18.8% |
0-082 |
| ATR |
0-049 |
0-048 |
-0-001 |
-2.4% |
0-000 |
| Volume |
763,009 |
745,823 |
-17,186 |
-2.3% |
4,473,139 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-032 |
126-020 |
125-280 |
|
| R3 |
126-000 |
125-308 |
125-271 |
|
| R2 |
125-288 |
125-288 |
125-268 |
|
| R1 |
125-275 |
125-275 |
125-265 |
125-281 |
| PP |
125-255 |
125-255 |
125-255 |
125-258 |
| S1 |
125-242 |
125-242 |
125-260 |
125-249 |
| S2 |
125-222 |
125-222 |
125-257 |
|
| S3 |
125-190 |
125-210 |
125-254 |
|
| S4 |
125-158 |
125-178 |
125-245 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-223 |
126-174 |
126-005 |
|
| R3 |
126-141 |
126-092 |
125-303 |
|
| R2 |
126-058 |
126-058 |
125-295 |
|
| R1 |
126-009 |
126-009 |
125-288 |
126-034 |
| PP |
125-296 |
125-296 |
125-296 |
125-308 |
| S1 |
125-247 |
125-247 |
125-272 |
125-271 |
| S2 |
125-213 |
125-213 |
125-265 |
|
| S3 |
125-131 |
125-164 |
125-257 |
|
| S4 |
125-048 |
125-082 |
125-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-008 |
125-235 |
0-092 |
0.2% |
0-040 |
0.1% |
30% |
False |
True |
868,818 |
| 10 |
126-025 |
125-235 |
0-110 |
0.3% |
0-042 |
0.1% |
25% |
False |
True |
824,883 |
| 20 |
126-025 |
125-112 |
0-232 |
0.6% |
0-048 |
0.1% |
65% |
False |
False |
866,070 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-048 |
0.1% |
54% |
False |
False |
744,710 |
| 60 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
54% |
False |
False |
687,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-086 |
|
2.618 |
126-033 |
|
1.618 |
126-000 |
|
1.000 |
125-300 |
|
0.618 |
125-288 |
|
HIGH |
125-268 |
|
0.618 |
125-255 |
|
0.500 |
125-251 |
|
0.382 |
125-247 |
|
LOW |
125-235 |
|
0.618 |
125-215 |
|
1.000 |
125-202 |
|
1.618 |
125-182 |
|
2.618 |
125-150 |
|
4.250 |
125-097 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-259 |
125-276 |
| PP |
125-255 |
125-272 |
| S1 |
125-251 |
125-267 |
|