ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-212 |
125-178 |
-0-035 |
-0.1% |
126-045 |
| High |
125-225 |
125-208 |
-0-018 |
0.0% |
126-072 |
| Low |
125-168 |
125-150 |
-0-018 |
0.0% |
125-168 |
| Close |
125-190 |
125-165 |
-0-025 |
-0.1% |
125-190 |
| Range |
0-058 |
0-058 |
0-000 |
0.0% |
0-225 |
| ATR |
0-053 |
0-053 |
0-000 |
0.6% |
0-000 |
| Volume |
1,179,277 |
859,575 |
-319,702 |
-27.1% |
5,055,630 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-027 |
125-313 |
125-197 |
|
| R3 |
125-289 |
125-256 |
125-181 |
|
| R2 |
125-232 |
125-232 |
125-176 |
|
| R1 |
125-198 |
125-198 |
125-170 |
125-186 |
| PP |
125-174 |
125-174 |
125-174 |
125-168 |
| S1 |
125-141 |
125-141 |
125-160 |
125-129 |
| S2 |
125-117 |
125-117 |
125-154 |
|
| S3 |
125-059 |
125-083 |
125-149 |
|
| S4 |
125-002 |
125-026 |
125-133 |
|
|
| 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 |
126-070 |
125-150 |
0-240 |
0.6% |
0-069 |
0.2% |
6% |
False |
True |
1,027,666 |
| 10 |
126-072 |
125-150 |
0-242 |
0.6% |
0-053 |
0.1% |
6% |
False |
True |
794,167 |
| 20 |
126-072 |
125-150 |
0-242 |
0.6% |
0-051 |
0.1% |
6% |
False |
True |
679,093 |
| 40 |
126-072 |
125-150 |
0-242 |
0.6% |
0-050 |
0.1% |
6% |
False |
True |
671,884 |
| 60 |
126-110 |
125-135 |
0-295 |
0.7% |
0-052 |
0.1% |
10% |
False |
False |
448,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-132 |
|
2.618 |
126-038 |
|
1.618 |
125-301 |
|
1.000 |
125-265 |
|
0.618 |
125-243 |
|
HIGH |
125-208 |
|
0.618 |
125-186 |
|
0.500 |
125-179 |
|
0.382 |
125-172 |
|
LOW |
125-150 |
|
0.618 |
125-114 |
|
1.000 |
125-092 |
|
1.618 |
125-057 |
|
2.618 |
124-319 |
|
4.250 |
124-226 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-179 |
125-210 |
| PP |
125-174 |
125-195 |
| S1 |
125-170 |
125-180 |
|