ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-252 |
125-248 |
-0-005 |
0.0% |
125-232 |
| High |
125-258 |
125-278 |
0-020 |
0.0% |
125-278 |
| Low |
125-218 |
125-245 |
0-028 |
0.1% |
125-198 |
| Close |
125-250 |
125-270 |
0-020 |
0.0% |
125-270 |
| Range |
0-040 |
0-032 |
-0-008 |
-18.8% |
0-080 |
| ATR |
0-053 |
0-051 |
-0-001 |
-2.7% |
0-000 |
| Volume |
667,806 |
753,000 |
85,194 |
12.8% |
2,873,229 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-042 |
126-028 |
125-288 |
|
| R3 |
126-009 |
125-316 |
125-279 |
|
| R2 |
125-297 |
125-297 |
125-276 |
|
| R1 |
125-283 |
125-283 |
125-273 |
125-290 |
| PP |
125-264 |
125-264 |
125-264 |
125-268 |
| S1 |
125-251 |
125-251 |
125-267 |
125-258 |
| S2 |
125-232 |
125-232 |
125-264 |
|
| S3 |
125-199 |
125-218 |
125-261 |
|
| S4 |
125-167 |
125-186 |
125-252 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
126-139 |
125-314 |
|
| R3 |
126-088 |
126-059 |
125-292 |
|
| R2 |
126-008 |
126-008 |
125-285 |
|
| R1 |
125-299 |
125-299 |
125-277 |
125-314 |
| PP |
125-248 |
125-248 |
125-248 |
125-256 |
| S1 |
125-219 |
125-219 |
125-263 |
125-234 |
| S2 |
125-168 |
125-168 |
125-255 |
|
| S3 |
125-088 |
125-139 |
125-248 |
|
| S4 |
125-008 |
125-059 |
125-226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-278 |
125-182 |
0-095 |
0.2% |
0-044 |
0.1% |
92% |
True |
False |
723,409 |
| 10 |
125-278 |
125-112 |
0-165 |
0.4% |
0-052 |
0.1% |
95% |
True |
False |
891,981 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-050 |
0.1% |
56% |
False |
False |
780,343 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
56% |
False |
False |
768,738 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-055 |
0.1% |
53% |
False |
False |
563,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-096 |
|
2.618 |
126-043 |
|
1.618 |
126-010 |
|
1.000 |
125-310 |
|
0.618 |
125-298 |
|
HIGH |
125-278 |
|
0.618 |
125-265 |
|
0.500 |
125-261 |
|
0.382 |
125-257 |
|
LOW |
125-245 |
|
0.618 |
125-225 |
|
1.000 |
125-212 |
|
1.618 |
125-192 |
|
2.618 |
125-160 |
|
4.250 |
125-107 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-267 |
125-262 |
| PP |
125-264 |
125-255 |
| S1 |
125-261 |
125-248 |
|