ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 06-Jan-2021

Day Change Summary
	Previous	Current
	05-Jan-2021	06-Jan-2021	Change	Change %	Previous Week
Open	126-070	126-028	-0-042	-0.1%	126-028
High	126-070	126-040	-0-030	-0.1%	126-060
Low	126-020	125-238	-0-102	-0.3%	125-310
Close	126-025	125-252	-0-092	-0.2%	126-052
Range	0-050	0-122	0-072	145.0%	0-070
ATR	0-047	0-052	0-005	11.5%	0-000
Volume	674,296	1,519,420	845,124	125.3%	2,026,469

Daily Pivots for day following 06-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	127-011	126-254	126-000
R3	126-208	126-132	125-286
R2	126-086	126-086	125-275
R1	126-009	126-009	125-264	125-306
PP	125-283	125-283	125-283	125-272
S1	125-207	125-207	125-241	125-184
S2	125-161	125-161	125-230
S3	125-038	125-084	125-219
S4	124-236	124-282	125-185

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	125-238	0-155	0.4%	0-058	0.1%	10%	False	True	805,323
10	126-072	125-238	0-155	0.4%	0-047	0.1%	10%	False	True	622,460
20	126-072	125-238	0-155	0.4%	0-048	0.1%	10%	False	True	623,351
40	126-072	125-135	0-258	0.6%	0-053	0.1%	46%	False	False	598,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	127-241
2.618	127-041
1.618	126-238
1.000	126-162
0.618	126-116
HIGH	126-040
0.618	125-313
0.500	125-299
0.382	125-284
LOW	125-238
0.618	125-162
1.000	125-115
1.618	125-039
2.618	124-237
4.250	124-037

Fisher Pivots for day following 06-Jan-2021
Pivot	1 day	3 day
R1	125-299	125-315
PP	125-283	125-294
S1	125-268	125-273

Download as Excel Spreadsheet

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

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