ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 125-150 125-158 0-008 0.0% 126-045
High 125-168 125-208 0-040 0.1% 126-072
Low 125-112 125-145 0-032 0.1% 125-168
Close 125-155 125-198 0-042 0.1% 125-190
Range 0-055 0-062 0-008 13.6% 0-225
ATR 0-054 0-054 0-001 1.2% 0-000
Volume 1,188,201 1,081,422 -106,779 -9.0% 5,055,630
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-051 126-027 125-232
R3 125-308 125-284 125-215
R2 125-246 125-246 125-209
R1 125-222 125-222 125-203 125-234
PP 125-183 125-183 125-183 125-189
S1 125-159 125-159 125-192 125-171
S2 125-121 125-121 125-186
S3 125-058 125-097 125-180
S4 124-316 125-034 125-163
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
5 125-270 125-112 0-158 0.4% 0-058 0.1% 54% False False 1,042,847
10 126-072 125-112 0-280 0.7% 0-058 0.1% 30% False False 924,085
20 126-072 125-112 0-280 0.7% 0-051 0.1% 30% False False 728,903
40 126-072 125-112 0-280 0.7% 0-050 0.1% 30% False False 728,127
60 126-088 125-112 0-295 0.7% 0-053 0.1% 29% False False 486,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-153
2.618 126-051
1.618 125-309
1.000 125-270
0.618 125-246
HIGH 125-208
0.618 125-184
0.500 125-176
0.382 125-169
LOW 125-145
0.618 125-106
1.000 125-082
1.618 125-044
2.618 124-301
4.250 124-199
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 125-190 125-185
PP 125-183 125-172
S1 125-176 125-160

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

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