ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 125-158 125-200 0-042 0.1% 126-045
High 125-208 125-228 0-020 0.0% 126-072
Low 125-145 125-165 0-020 0.0% 125-168
Close 125-198 125-185 -0-012 0.0% 125-190
Range 0-062 0-062 0-000 0.0% 0-225
ATR 0-054 0-055 0-001 1.1% 0-000
Volume 1,081,422 994,290 -87,132 -8.1% 5,055,630
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-060 126-025 125-219
R3 125-318 125-282 125-202
R2 125-255 125-255 125-196
R1 125-220 125-220 125-191 125-206
PP 125-192 125-192 125-192 125-186
S1 125-158 125-158 125-179 125-144
S2 125-130 125-130 125-174
S3 125-068 125-095 125-168
S4 125-005 125-032 125-151
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
5 125-228 125-112 0-115 0.3% 0-059 0.1% 63% True False 1,060,553
10 126-072 125-112 0-280 0.7% 0-060 0.1% 26% False False 980,560
20 126-072 125-112 0-280 0.7% 0-052 0.1% 26% False False 751,430
40 126-072 125-112 0-280 0.7% 0-051 0.1% 26% False False 752,286
60 126-088 125-112 0-295 0.7% 0-054 0.1% 25% False False 503,086
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 0-015
Fibonacci Retracements and Extensions
4.250 126-173
2.618 126-071
1.618 126-009
1.000 125-290
0.618 125-266
HIGH 125-228
0.618 125-204
0.500 125-196
0.382 125-189
LOW 125-165
0.618 125-126
1.000 125-102
1.618 125-064
2.618 125-001
4.250 124-219
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 125-196 125-180
PP 125-192 125-175
S1 125-189 125-170

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

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