ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	126-028	125-258	-0-090	-0.2%	126-028
High	126-040	125-270	-0-090	-0.2%	126-060
Low	125-238	125-212	-0-025	-0.1%	125-310
Close	125-252	125-228	-0-025	-0.1%	126-052
Range	0-122	0-058	-0-065	-53.1%	0-070
ATR	0-052	0-053	0-000	0.7%	0-000
Volume	1,519,420	905,762	-613,658	-40.4%	2,026,469

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-089	126-056	125-259
R3	126-032	125-318	125-243
R2	125-294	125-294	125-238
R1	125-261	125-261	125-233	125-249
PP	125-237	125-237	125-237	125-231
S1	125-203	125-203	125-222	125-191
S2	125-179	125-179	125-217
S3	125-122	125-146	125-212
S4	125-064	125-088	125-196

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	125-212	0-180	0.4%	0-062	0.2%	8%	False	True	900,568
10	126-072	125-212	0-180	0.4%	0-049	0.1%	8%	False	True	668,705
20	126-072	125-212	0-180	0.4%	0-049	0.1%	8%	False	True	638,818
40	126-072	125-135	0-258	0.6%	0-050	0.1%	36%	False	False	621,483

Crabel Price Patterns
NR	True
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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-194
2.618	126-101
1.618	126-043
1.000	126-008
0.618	125-306
HIGH	125-270
0.618	125-248
0.500	125-241
0.382	125-234
LOW	125-212
0.618	125-177
1.000	125-155
1.618	125-119
2.618	125-062
4.250	124-288

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	125-241	125-301
PP	125-237	125-277
S1	125-232	125-252

Download as Excel Spreadsheet

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

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