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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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