ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 125-200 125-182 -0-018 0.0% 125-178
High 125-228 125-240 0-012 0.0% 125-240
Low 125-165 125-182 0-018 0.0% 125-112
Close 125-185 125-230 0-045 0.1% 125-230
Range 0-062 0-058 -0-005 -8.0% 0-128
ATR 0-055 0-055 0-000 0.3% 0-000
Volume 994,290 743,819 -250,471 -25.2% 4,867,307
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-070 126-048 125-262
R3 126-012 125-310 125-246
R2 125-275 125-275 125-241
R1 125-252 125-252 125-235 125-264
PP 125-218 125-218 125-218 125-223
S1 125-195 125-195 125-225 125-206
S2 125-160 125-160 125-219
S3 125-102 125-138 125-214
S4 125-045 125-080 125-198
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-257 126-211 125-300
R3 126-129 126-083 125-265
R2 126-002 126-002 125-253
R1 125-276 125-276 125-242 125-299
PP 125-194 125-194 125-194 125-206
S1 125-148 125-148 125-218 125-171
S2 125-067 125-067 125-207
S3 124-259 125-021 125-195
S4 124-132 124-213 125-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-240 125-112 0-128 0.3% 0-059 0.1% 92% True False 973,461
10 126-072 125-112 0-280 0.7% 0-063 0.2% 42% False False 992,293
20 126-072 125-112 0-280 0.7% 0-052 0.1% 42% False False 753,974
40 126-072 125-112 0-280 0.7% 0-051 0.1% 42% False False 770,511
60 126-088 125-112 0-295 0.7% 0-054 0.1% 40% False False 515,470
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-164
2.618 126-071
1.618 126-013
1.000 125-298
0.618 125-276
HIGH 125-240
0.618 125-218
0.500 125-211
0.382 125-204
LOW 125-182
0.618 125-147
1.000 125-125
1.618 125-089
2.618 125-032
4.250 124-258
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 125-224 125-218
PP 125-218 125-205
S1 125-211 125-192

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

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