ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
126-002 |
125-298 |
-0-025 |
-0.1% |
125-275 |
| High |
126-010 |
126-000 |
-0-010 |
0.0% |
126-025 |
| Low |
125-278 |
125-262 |
-0-015 |
0.0% |
125-262 |
| Close |
125-298 |
125-280 |
-0-018 |
0.0% |
125-280 |
| Range |
0-052 |
0-058 |
0-005 |
9.5% |
0-082 |
| ATR |
0-050 |
0-050 |
0-001 |
1.1% |
0-000 |
| Volume |
1,048,897 |
1,321,401 |
272,504 |
26.0% |
4,473,139 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-140 |
126-108 |
125-312 |
|
| R3 |
126-082 |
126-050 |
125-296 |
|
| R2 |
126-025 |
126-025 |
125-291 |
|
| R1 |
125-312 |
125-312 |
125-285 |
125-300 |
| PP |
125-288 |
125-288 |
125-288 |
125-281 |
| S1 |
125-255 |
125-255 |
125-275 |
125-242 |
| S2 |
125-230 |
125-230 |
125-269 |
|
| S3 |
125-172 |
125-198 |
125-264 |
|
| S4 |
125-115 |
125-140 |
125-248 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-223 |
126-174 |
126-005 |
|
| R3 |
126-141 |
126-092 |
125-303 |
|
| R2 |
126-058 |
126-058 |
125-295 |
|
| R1 |
126-009 |
126-009 |
125-288 |
126-034 |
| PP |
125-296 |
125-296 |
125-296 |
125-308 |
| S1 |
125-247 |
125-247 |
125-272 |
125-271 |
| S2 |
125-213 |
125-213 |
125-265 |
|
| S3 |
125-131 |
125-164 |
125-257 |
|
| S4 |
125-048 |
125-082 |
125-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-025 |
125-262 |
0-082 |
0.2% |
0-048 |
0.1% |
21% |
False |
True |
894,627 |
| 10 |
126-025 |
125-182 |
0-162 |
0.4% |
0-046 |
0.1% |
60% |
False |
False |
809,018 |
| 20 |
126-072 |
125-112 |
0-280 |
0.7% |
0-053 |
0.1% |
60% |
False |
False |
894,789 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-050 |
0.1% |
60% |
False |
False |
740,480 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-055 |
0.1% |
57% |
False |
False |
637,726 |
|
|
|
| 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 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-291 |
125-304 |
| PP |
125-288 |
125-296 |
| S1 |
125-284 |
125-288 |
|