ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 125-275 125-315 0-040 0.1% 125-232
High 126-000 126-000 0-000 0.0% 125-278
Low 125-262 125-295 0-032 0.1% 125-198
Close 125-308 125-305 -0-002 0.0% 125-270
Range 0-058 0-025 -0-032 -56.5% 0-080
ATR 0-052 0-050 -0-002 -3.7% 0-000
Volume 700,183 667,235 -32,948 -4.7% 2,873,229
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-062 126-048 125-319
R3 126-037 126-023 125-312
R2 126-012 126-012 125-310
R1 125-318 125-318 125-307 125-312
PP 125-307 125-307 125-307 125-304
S1 125-293 125-293 125-303 125-288
S2 125-282 125-282 125-300
S3 125-257 125-268 125-298
S4 125-232 125-243 125-291
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
5 126-000 125-218 0-102 0.3% 0-038 0.1% 85% True False 693,867
10 126-000 125-112 0-208 0.5% 0-048 0.1% 93% True False 824,837
20 126-072 125-112 0-280 0.7% 0-051 0.1% 69% False False 809,502
40 126-072 125-112 0-280 0.7% 0-052 0.1% 69% False False 730,929
60 126-088 125-112 0-295 0.7% 0-055 0.1% 65% False False 586,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-011
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 126-106
2.618 126-065
1.618 126-040
1.000 126-025
0.618 126-015
HIGH 126-000
0.618 125-310
0.500 125-308
0.382 125-305
LOW 125-295
0.618 125-280
1.000 125-270
1.618 125-255
2.618 125-230
4.250 125-189
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 125-308 125-298
PP 125-307 125-290
S1 125-306 125-282

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

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