ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
124-282 |
125-018 |
0-055 |
0.1% |
125-115 |
| High |
125-018 |
125-038 |
0-020 |
0.0% |
125-122 |
| Low |
124-280 |
124-240 |
-0-040 |
-0.1% |
124-278 |
| Close |
124-315 |
124-268 |
-0-048 |
-0.1% |
124-310 |
| Range |
0-058 |
0-118 |
0-060 |
104.3% |
0-165 |
| ATR |
0-051 |
0-056 |
0-005 |
9.3% |
0-000 |
| Volume |
2,255,055 |
2,478,712 |
223,657 |
9.9% |
1,346,022 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-001 |
125-252 |
125-012 |
|
| R3 |
125-203 |
125-134 |
124-300 |
|
| R2 |
125-086 |
125-086 |
124-289 |
|
| R1 |
125-017 |
125-017 |
124-278 |
124-312 |
| PP |
124-288 |
124-288 |
124-288 |
124-276 |
| S1 |
124-219 |
124-219 |
124-257 |
124-195 |
| S2 |
124-171 |
124-171 |
124-246 |
|
| S3 |
124-053 |
124-102 |
124-235 |
|
| S4 |
123-256 |
123-304 |
124-203 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-198 |
126-099 |
125-081 |
|
| R3 |
126-033 |
125-254 |
125-035 |
|
| R2 |
125-188 |
125-188 |
125-020 |
|
| R1 |
125-089 |
125-089 |
125-005 |
125-056 |
| PP |
125-023 |
125-023 |
125-023 |
125-007 |
| S1 |
124-244 |
124-244 |
124-295 |
124-211 |
| S2 |
124-178 |
124-178 |
124-280 |
|
| S3 |
124-013 |
124-079 |
124-265 |
|
| S4 |
123-168 |
123-234 |
124-219 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-217 |
|
2.618 |
126-025 |
|
1.618 |
125-228 |
|
1.000 |
125-155 |
|
0.618 |
125-110 |
|
HIGH |
125-038 |
|
0.618 |
124-313 |
|
0.500 |
124-299 |
|
0.382 |
124-285 |
|
LOW |
124-240 |
|
0.618 |
124-167 |
|
1.000 |
124-122 |
|
1.618 |
124-050 |
|
2.618 |
123-252 |
|
4.250 |
123-061 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-299 |
124-299 |
| PP |
124-288 |
124-288 |
| S1 |
124-278 |
124-278 |
|