ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-312 |
125-308 |
-0-005 |
0.0% |
125-275 |
| High |
126-008 |
125-318 |
-0-010 |
0.0% |
126-025 |
| Low |
125-300 |
125-275 |
-0-025 |
-0.1% |
125-262 |
| Close |
125-310 |
125-280 |
-0-030 |
-0.1% |
125-280 |
| Range |
0-028 |
0-042 |
0-015 |
54.5% |
0-082 |
| ATR |
0-050 |
0-050 |
-0-001 |
-1.1% |
0-000 |
| Volume |
737,538 |
776,322 |
38,784 |
5.3% |
4,473,139 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-098 |
126-072 |
125-303 |
|
| R3 |
126-056 |
126-029 |
125-292 |
|
| R2 |
126-013 |
126-013 |
125-288 |
|
| R1 |
125-307 |
125-307 |
125-284 |
125-299 |
| PP |
125-291 |
125-291 |
125-291 |
125-287 |
| S1 |
125-264 |
125-264 |
125-276 |
125-256 |
| S2 |
125-248 |
125-248 |
125-272 |
|
| S3 |
125-206 |
125-222 |
125-268 |
|
| S4 |
125-163 |
125-179 |
125-257 |
|
|
| 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% |
0-046 |
0.1% |
21% |
False |
False |
923,916 |
| 10 |
126-025 |
125-218 |
0-128 |
0.3% |
0-042 |
0.1% |
49% |
False |
False |
808,891 |
| 20 |
126-070 |
125-112 |
0-278 |
0.7% |
0-053 |
0.1% |
60% |
False |
False |
900,314 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-050 |
0.1% |
60% |
False |
False |
739,728 |
| 60 |
126-088 |
125-112 |
0-295 |
0.7% |
0-053 |
0.1% |
57% |
False |
False |
662,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-178 |
|
2.618 |
126-109 |
|
1.618 |
126-066 |
|
1.000 |
126-040 |
|
0.618 |
126-024 |
|
HIGH |
125-318 |
|
0.618 |
125-301 |
|
0.500 |
125-296 |
|
0.382 |
125-291 |
|
LOW |
125-275 |
|
0.618 |
125-249 |
|
1.000 |
125-232 |
|
1.618 |
125-206 |
|
2.618 |
125-164 |
|
4.250 |
125-094 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-296 |
125-295 |
| PP |
125-291 |
125-290 |
| S1 |
125-285 |
125-285 |
|