ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 08-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
125-260 |
125-260 |
0-000 |
0.0% |
125-312 |
High |
125-288 |
125-260 |
-0-028 |
-0.1% |
126-008 |
Low |
125-225 |
125-225 |
0-000 |
0.0% |
125-225 |
Close |
125-255 |
125-238 |
-0-018 |
0.0% |
125-255 |
Range |
0-062 |
0-035 |
-0-028 |
-44.0% |
0-102 |
ATR |
0-049 |
0-048 |
-0-001 |
-2.0% |
0-000 |
Volume |
1,118,767 |
785,199 |
-333,568 |
-29.8% |
4,141,459 |
|
Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-026 |
126-007 |
125-257 |
|
R3 |
125-311 |
125-292 |
125-247 |
|
R2 |
125-276 |
125-276 |
125-244 |
|
R1 |
125-257 |
125-257 |
125-241 |
125-249 |
PP |
125-241 |
125-241 |
125-241 |
125-237 |
S1 |
125-222 |
125-222 |
125-234 |
125-214 |
S2 |
125-206 |
125-206 |
125-231 |
|
S3 |
125-171 |
125-187 |
125-228 |
|
S4 |
125-136 |
125-152 |
125-218 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-257 |
126-198 |
125-311 |
|
R3 |
126-154 |
126-096 |
125-283 |
|
R2 |
126-052 |
126-052 |
125-274 |
|
R1 |
125-313 |
125-313 |
125-264 |
125-291 |
PP |
125-269 |
125-269 |
125-269 |
125-258 |
S1 |
125-211 |
125-211 |
125-246 |
125-189 |
S2 |
125-167 |
125-167 |
125-236 |
|
S3 |
125-064 |
125-108 |
125-227 |
|
S4 |
124-282 |
125-006 |
125-199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-318 |
125-225 |
0-092 |
0.2% |
0-042 |
0.1% |
14% |
False |
True |
837,824 |
10 |
126-025 |
125-225 |
0-120 |
0.3% |
0-042 |
0.1% |
10% |
False |
True |
869,961 |
20 |
126-025 |
125-112 |
0-232 |
0.6% |
0-047 |
0.1% |
54% |
False |
False |
857,016 |
40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-048 |
0.1% |
45% |
False |
False |
762,217 |
60 |
126-072 |
125-112 |
0-280 |
0.7% |
0-049 |
0.1% |
45% |
False |
False |
719,361 |
|
|
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 08-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
125-242 |
125-256 |
PP |
125-241 |
125-250 |
S1 |
125-239 |
125-244 |
|