ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	126-045	126-070	0-025	0.1%	126-028
High	126-072	126-070	-0-002	0.0%	126-060
Low	126-022	126-020	-0-002	0.0%	125-310
Close	126-065	126-025	-0-040	-0.1%	126-052
Range	0-050	0-050	0-000	0.0%	0-070
ATR	0-047	0-047	0-000	0.5%	0-000
Volume	776,875	674,296	-102,579	-13.2%	2,026,469

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-188	126-157	126-052
R3	126-138	126-107	126-039
R2	126-088	126-088	126-034
R1	126-057	126-057	126-030	126-048
PP	126-038	126-038	126-038	126-034
S1	126-007	126-007	126-020	125-318
S2	125-308	125-308	126-016
S3	125-258	125-277	126-011
S4	125-208	125-227	125-318

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	126-005	0-068	0.2%	0-038	0.1%	30%	False	False	594,202
10	126-072	125-305	0-088	0.2%	0-042	0.1%	46%	False	False	537,861
20	126-072	125-230	0-162	0.4%	0-045	0.1%	71%	False	False	576,408
40	126-072	125-135	0-258	0.6%	0-052	0.1%	82%	False	False	561,048

Crabel Price Patterns
NR	False
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	0-009

Fibonacci Retracements and Extensions
4.250	126-282
2.618	126-201
1.618	126-151
1.000	126-120
0.618	126-101
HIGH	126-070
0.618	126-051
0.500	126-045
0.382	126-039
LOW	126-020
0.618	125-309
1.000	125-290
1.618	125-259
2.618	125-209
4.250	125-128

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	126-045	126-046
PP	126-038	126-039
S1	126-032	126-032

Download as Excel Spreadsheet

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

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