ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 125-315 125-305 -0-010 0.0% 125-232
High 126-000 126-025 0-025 0.1% 125-278
Low 125-295 125-295 0-000 0.0% 125-198
Close 125-305 126-008 0-022 0.1% 125-270
Range 0-025 0-050 0-025 100.0% 0-080
ATR 0-050 0-050 0-000 0.0% 0-000
Volume 667,235 735,423 68,188 10.2% 2,873,229
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 126-152 126-130 126-035
R3 126-102 126-080 126-021
R2 126-052 126-052 126-017
R1 126-030 126-030 126-012 126-041
PP 126-002 126-002 126-002 126-008
S1 125-300 125-300 126-003 125-311
S2 125-272 125-272 125-318
S3 125-222 125-250 125-314
S4 125-172 125-200 125-300
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
5 126-025 125-218 0-128 0.3% 0-041 0.1% 86% True False 704,729
10 126-025 125-145 0-200 0.5% 0-048 0.1% 91% True False 779,560
20 126-072 125-112 0-280 0.7% 0-051 0.1% 77% False False 820,942
40 126-072 125-112 0-280 0.7% 0-052 0.1% 77% False False 738,927
60 126-088 125-112 0-295 0.7% 0-055 0.1% 73% False False 598,323
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-238
2.618 126-156
1.618 126-106
1.000 126-075
0.618 126-056
HIGH 126-025
0.618 126-006
0.500 126-000
0.382 125-314
LOW 125-295
0.618 125-264
1.000 125-245
1.618 125-214
2.618 125-164
4.250 125-082
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 126-005 126-000
PP 126-002 125-312
S1 126-000 125-304

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

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