ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-260 |
125-235 |
-0-025 |
-0.1% |
125-312 |
| High |
125-260 |
125-252 |
-0-008 |
0.0% |
126-008 |
| Low |
125-225 |
125-225 |
0-000 |
0.0% |
125-225 |
| Close |
125-238 |
125-240 |
0-002 |
0.0% |
125-255 |
| Range |
0-035 |
0-028 |
-0-008 |
-21.4% |
0-102 |
| ATR |
0-048 |
0-046 |
-0-001 |
-3.0% |
0-000 |
| Volume |
785,199 |
744,128 |
-41,071 |
-5.2% |
4,141,459 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-002 |
125-308 |
125-255 |
|
| R3 |
125-294 |
125-281 |
125-248 |
|
| R2 |
125-267 |
125-267 |
125-245 |
|
| R1 |
125-253 |
125-253 |
125-243 |
125-260 |
| PP |
125-239 |
125-239 |
125-239 |
125-242 |
| S1 |
125-226 |
125-226 |
125-237 |
125-232 |
| S2 |
125-212 |
125-212 |
125-235 |
|
| S3 |
125-184 |
125-198 |
125-232 |
|
| S4 |
125-157 |
125-171 |
125-225 |
|
|
| 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 |
125-288 |
125-225 |
0-062 |
0.2% |
0-040 |
0.1% |
24% |
False |
True |
831,385 |
| 10 |
126-025 |
125-225 |
0-120 |
0.3% |
0-043 |
0.1% |
13% |
False |
True |
877,650 |
| 20 |
126-025 |
125-112 |
0-232 |
0.6% |
0-046 |
0.1% |
55% |
False |
False |
851,244 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-048 |
0.1% |
46% |
False |
False |
765,168 |
| 60 |
126-072 |
125-112 |
0-280 |
0.7% |
0-049 |
0.1% |
46% |
False |
False |
731,671 |
| 80 |
126-110 |
125-112 |
0-318 |
0.8% |
0-051 |
0.1% |
40% |
False |
False |
549,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-049 |
|
2.618 |
126-004 |
|
1.618 |
125-297 |
|
1.000 |
125-280 |
|
0.618 |
125-269 |
|
HIGH |
125-252 |
|
0.618 |
125-242 |
|
0.500 |
125-239 |
|
0.382 |
125-236 |
|
LOW |
125-225 |
|
0.618 |
125-208 |
|
1.000 |
125-198 |
|
1.618 |
125-181 |
|
2.618 |
125-153 |
|
4.250 |
125-108 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-240 |
125-256 |
| PP |
125-239 |
125-251 |
| S1 |
125-239 |
125-245 |
|