ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-248 |
125-275 |
0-028 |
0.1% |
125-232 |
| High |
125-278 |
126-000 |
0-042 |
0.1% |
125-278 |
| Low |
125-245 |
125-262 |
0-018 |
0.0% |
125-198 |
| Close |
125-270 |
125-308 |
0-038 |
0.1% |
125-270 |
| Range |
0-032 |
0-058 |
0-025 |
76.9% |
0-080 |
| ATR |
0-051 |
0-052 |
0-000 |
0.9% |
0-000 |
| Volume |
753,000 |
700,183 |
-52,817 |
-7.0% |
2,873,229 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-149 |
126-126 |
126-019 |
|
| R3 |
126-092 |
126-068 |
126-003 |
|
| R2 |
126-034 |
126-034 |
125-318 |
|
| R1 |
126-011 |
126-011 |
125-313 |
126-022 |
| PP |
125-297 |
125-297 |
125-297 |
125-302 |
| S1 |
125-273 |
125-273 |
125-302 |
125-285 |
| S2 |
125-239 |
125-239 |
125-297 |
|
| S3 |
125-182 |
125-216 |
125-292 |
|
| S4 |
125-124 |
125-158 |
125-276 |
|
|
| 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 |
126-000 |
125-198 |
0-122 |
0.3% |
0-044 |
0.1% |
90% |
True |
False |
714,682 |
| 10 |
126-000 |
125-112 |
0-208 |
0.5% |
0-052 |
0.1% |
94% |
True |
False |
844,071 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-051 |
0.1% |
70% |
False |
False |
785,874 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
70% |
False |
False |
743,053 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-055 |
0.1% |
66% |
False |
False |
574,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-244 |
|
2.618 |
126-151 |
|
1.618 |
126-093 |
|
1.000 |
126-058 |
|
0.618 |
126-036 |
|
HIGH |
126-000 |
|
0.618 |
125-298 |
|
0.500 |
125-291 |
|
0.382 |
125-284 |
|
LOW |
125-262 |
|
0.618 |
125-227 |
|
1.000 |
125-205 |
|
1.618 |
125-169 |
|
2.618 |
125-112 |
|
4.250 |
125-018 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-302 |
125-295 |
| PP |
125-297 |
125-282 |
| S1 |
125-291 |
125-269 |
|