ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 125-258 125-212 -0-045 -0.1% 126-045
High 125-270 125-225 -0-045 -0.1% 126-072
Low 125-212 125-168 -0-045 -0.1% 125-168
Close 125-228 125-190 -0-038 -0.1% 125-190
Range 0-058 0-058 0-000 0.0% 0-225
ATR 0-053 0-053 0-001 1.0% 0-000
Volume 905,762 1,179,277 273,515 30.2% 5,055,630
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-047 126-016 125-222
R3 125-309 125-278 125-206
R2 125-252 125-252 125-201
R1 125-221 125-221 125-195 125-208
PP 125-194 125-194 125-194 125-188
S1 125-163 125-163 125-185 125-150
S2 125-137 125-137 125-179
S3 125-079 125-106 125-174
S4 125-022 125-048 125-158
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 127-285 127-142 125-314
R3 127-060 126-238 125-252
R2 126-155 126-155 125-231
R1 126-012 126-012 125-211 125-291
PP 125-250 125-250 125-250 125-229
S1 125-108 125-108 125-169 125-066
S2 125-025 125-025 125-149
S3 124-120 124-202 125-128
S4 123-215 123-298 125-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-072 125-168 0-225 0.6% 0-068 0.2% 10% False True 1,011,126
10 126-072 125-168 0-225 0.6% 0-050 0.1% 10% False True 727,676
20 126-072 125-168 0-225 0.6% 0-050 0.1% 10% False True 667,419
40 126-072 125-135 0-258 0.6% 0-050 0.1% 21% False False 650,533
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 0-010
Fibonacci Retracements and Extensions
4.250 126-149
2.618 126-056
1.618 125-318
1.000 125-282
0.618 125-261
HIGH 125-225
0.618 125-203
0.500 125-196
0.382 125-189
LOW 125-168
0.618 125-132
1.000 125-110
1.618 125-074
2.618 125-017
4.250 124-243
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 125-196 125-264
PP 125-194 125-239
S1 125-192 125-215

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

View Archives - Comment on this page... - Back to Index of Symbols