ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	126-038	126-045	0-008	0.0%	126-028
High	126-060	126-072	0-012	0.0%	126-060
Low	126-032	126-022	-0-010	0.0%	125-310
Close	126-052	126-065	0-012	0.0%	126-052
Range	0-028	0-050	0-022	81.8%	0-070
ATR	0-046	0-047	0-000	0.6%	0-000
Volume	626,489	776,875	150,386	24.0%	2,026,469

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-203	126-184	126-092
R3	126-153	126-134	126-079
R2	126-103	126-103	126-074
R1	126-084	126-084	126-070	126-094
PP	126-053	126-053	126-053	126-058
S1	126-034	126-034	126-060	126-044
S2	126-003	126-003	126-056
S3	125-273	125-304	126-051
S4	125-223	125-254	126-038

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-244	126-218	126-091
R3	126-174	126-148	126-072
R2	126-104	126-104	126-065
R1	126-078	126-078	126-059	126-091
PP	126-034	126-034	126-034	126-041
S1	126-008	126-008	126-046	126-021
S2	125-284	125-284	126-040
S3	125-214	125-258	126-033
S4	125-144	125-188	126-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-072	125-310	0-082	0.2%	0-037	0.1%	91%	True	False	560,668
10	126-072	125-305	0-088	0.2%	0-040	0.1%	91%	True	False	519,353
20	126-072	125-215	0-178	0.4%	0-046	0.1%	96%	True	False	579,142
40	126-088	125-135	0-272	0.7%	0-053	0.1%	92%	False	False	544,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-285
2.618	126-203
1.618	126-153
1.000	126-122
0.618	126-103
HIGH	126-072
0.618	126-053
0.500	126-048
0.382	126-042
LOW	126-022
0.618	125-312
1.000	125-292
1.618	125-262
2.618	125-212
4.250	125-130

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	126-059	126-056
PP	126-053	126-048
S1	126-048	126-039

Download as Excel Spreadsheet

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

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