ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 125-182 125-232 0-050 0.1% 125-178
High 125-240 125-252 0-012 0.0% 125-240
Low 125-182 125-198 0-015 0.0% 125-112
Close 125-230 125-245 0-015 0.0% 125-230
Range 0-058 0-055 -0-002 -4.3% 0-128
ATR 0-055 0-055 0-000 0.0% 0-000
Volume 743,819 771,310 27,491 3.7% 4,867,307
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-077 126-056 125-275
R3 126-022 126-001 125-260
R2 125-287 125-287 125-255
R1 125-266 125-266 125-250 125-276
PP 125-232 125-232 125-232 125-237
S1 125-211 125-211 125-240 125-221
S2 125-177 125-177 125-235
S3 125-122 125-156 125-230
S4 125-067 125-101 125-215
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
5 125-252 125-112 0-140 0.3% 0-058 0.1% 95% True False 955,808
10 126-070 125-112 0-278 0.7% 0-064 0.2% 48% False False 991,737
20 126-072 125-112 0-280 0.7% 0-052 0.1% 47% False False 755,545
40 126-072 125-112 0-280 0.7% 0-051 0.1% 47% False False 786,548
60 126-088 125-112 0-295 0.7% 0-055 0.1% 45% False False 528,319
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 126-166
2.618 126-076
1.618 126-021
1.000 125-308
0.618 125-286
HIGH 125-252
0.618 125-231
0.500 125-225
0.382 125-219
LOW 125-198
0.618 125-164
1.000 125-142
1.618 125-109
2.618 125-054
4.250 124-284
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 125-238 125-233
PP 125-232 125-221
S1 125-225 125-209

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

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