ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
125-305 |
126-002 |
0-018 |
0.0% |
125-232 |
| High |
126-025 |
126-010 |
-0-015 |
0.0% |
125-278 |
| Low |
125-295 |
125-278 |
-0-018 |
0.0% |
125-198 |
| Close |
126-008 |
125-298 |
-0-030 |
-0.1% |
125-270 |
| Range |
0-050 |
0-052 |
0-002 |
5.0% |
0-080 |
| ATR |
0-050 |
0-050 |
0-000 |
0.4% |
0-000 |
| Volume |
735,423 |
1,048,897 |
313,474 |
42.6% |
2,873,229 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-139 |
126-111 |
126-006 |
|
| R3 |
126-087 |
126-058 |
125-312 |
|
| R2 |
126-034 |
126-034 |
125-307 |
|
| R1 |
126-006 |
126-006 |
125-302 |
125-314 |
| PP |
125-302 |
125-302 |
125-302 |
125-296 |
| S1 |
125-273 |
125-273 |
125-293 |
125-261 |
| S2 |
125-249 |
125-249 |
125-288 |
|
| S3 |
125-197 |
125-221 |
125-283 |
|
| S4 |
125-144 |
125-168 |
125-269 |
|
|
| 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 |
125-245 |
0-100 |
0.2% |
0-044 |
0.1% |
53% |
False |
False |
780,947 |
| 10 |
126-025 |
125-165 |
0-180 |
0.4% |
0-047 |
0.1% |
74% |
False |
False |
776,307 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
66% |
False |
False |
850,196 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
66% |
False |
False |
739,548 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-055 |
0.1% |
63% |
False |
False |
615,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-233 |
|
2.618 |
126-147 |
|
1.618 |
126-095 |
|
1.000 |
126-062 |
|
0.618 |
126-042 |
|
HIGH |
126-010 |
|
0.618 |
125-310 |
|
0.500 |
125-304 |
|
0.382 |
125-298 |
|
LOW |
125-278 |
|
0.618 |
125-245 |
|
1.000 |
125-225 |
|
1.618 |
125-193 |
|
2.618 |
125-140 |
|
4.250 |
125-054 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-304 |
125-311 |
| PP |
125-302 |
125-307 |
| S1 |
125-300 |
125-302 |
|