ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
125-265 |
-0-015 |
0.0% |
125-260 |
| High |
125-290 |
125-280 |
-0-010 |
0.0% |
125-290 |
| Low |
125-260 |
125-222 |
-0-038 |
-0.1% |
125-222 |
| Close |
125-270 |
125-238 |
-0-032 |
-0.1% |
125-238 |
| Range |
0-030 |
0-058 |
0-028 |
91.7% |
0-068 |
| ATR |
0-046 |
0-047 |
0-001 |
1.8% |
0-000 |
| Volume |
770,587 |
762,213 |
-8,374 |
-1.1% |
3,971,067 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-099 |
126-066 |
125-269 |
|
| R3 |
126-042 |
126-008 |
125-253 |
|
| R2 |
125-304 |
125-304 |
125-248 |
|
| R1 |
125-271 |
125-271 |
125-243 |
125-259 |
| PP |
125-247 |
125-247 |
125-247 |
125-241 |
| S1 |
125-213 |
125-213 |
125-232 |
125-201 |
| S2 |
125-189 |
125-189 |
125-227 |
|
| S3 |
125-132 |
125-156 |
125-222 |
|
| S4 |
125-074 |
125-098 |
125-206 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-132 |
126-092 |
125-275 |
|
| R3 |
126-065 |
126-025 |
125-256 |
|
| R2 |
125-318 |
125-318 |
125-250 |
|
| R1 |
125-278 |
125-278 |
125-244 |
125-264 |
| PP |
125-250 |
125-250 |
125-250 |
125-243 |
| S1 |
125-210 |
125-210 |
125-231 |
125-196 |
| S2 |
125-182 |
125-182 |
125-225 |
|
| S3 |
125-115 |
125-142 |
125-219 |
|
| S4 |
125-048 |
125-075 |
125-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-290 |
125-222 |
0-068 |
0.2% |
0-042 |
0.1% |
22% |
False |
True |
794,213 |
| 10 |
126-008 |
125-222 |
0-105 |
0.3% |
0-042 |
0.1% |
14% |
False |
True |
811,252 |
| 20 |
126-025 |
125-182 |
0-162 |
0.4% |
0-044 |
0.1% |
34% |
False |
False |
810,135 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-048 |
0.1% |
45% |
False |
False |
780,783 |
| 60 |
126-072 |
125-112 |
0-280 |
0.7% |
0-048 |
0.1% |
45% |
False |
False |
771,569 |
| 80 |
126-088 |
125-112 |
0-295 |
0.7% |
0-051 |
0.1% |
42% |
False |
False |
579,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-204 |
|
2.618 |
126-111 |
|
1.618 |
126-053 |
|
1.000 |
126-018 |
|
0.618 |
125-316 |
|
HIGH |
125-280 |
|
0.618 |
125-258 |
|
0.500 |
125-251 |
|
0.382 |
125-244 |
|
LOW |
125-222 |
|
0.618 |
125-187 |
|
1.000 |
125-165 |
|
1.618 |
125-129 |
|
2.618 |
125-072 |
|
4.250 |
124-298 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-251 |
125-256 |
| PP |
125-247 |
125-250 |
| S1 |
125-242 |
125-244 |
|