ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 125-250 125-252 0-002 0.0% 125-178
High 125-260 125-258 -0-002 0.0% 125-240
Low 125-225 125-218 -0-008 0.0% 125-112
Close 125-248 125-250 0-002 0.0% 125-230
Range 0-035 0-040 0-005 14.3% 0-128
ATR 0-054 0-053 -0-001 -1.8% 0-000
Volume 681,113 667,806 -13,307 -2.0% 4,867,307
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-042 126-026 125-272
R3 126-002 125-306 125-261
R2 125-282 125-282 125-257
R1 125-266 125-266 125-254 125-254
PP 125-242 125-242 125-242 125-236
S1 125-226 125-226 125-246 125-214
S2 125-202 125-202 125-243
S3 125-162 125-186 125-239
S4 125-122 125-146 125-228
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
5 125-260 125-165 0-095 0.2% 0-050 0.1% 89% False False 771,667
10 125-270 125-112 0-158 0.4% 0-054 0.1% 87% False False 907,257
20 126-072 125-112 0-280 0.7% 0-050 0.1% 49% False False 764,858
40 126-072 125-112 0-280 0.7% 0-051 0.1% 49% False False 798,382
60 126-088 125-112 0-295 0.7% 0-054 0.1% 47% False False 550,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-108
2.618 126-042
1.618 126-002
1.000 125-298
0.618 125-282
HIGH 125-258
0.618 125-242
0.500 125-238
0.382 125-233
LOW 125-218
0.618 125-193
1.000 125-178
1.618 125-153
2.618 125-113
4.250 125-048
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 125-246 125-243
PP 125-242 125-236
S1 125-238 125-229

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

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