ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-308 |
125-288 |
-0-020 |
0.0% |
125-275 |
| High |
125-318 |
125-288 |
-0-030 |
-0.1% |
126-025 |
| Low |
125-275 |
125-248 |
-0-028 |
-0.1% |
125-262 |
| Close |
125-280 |
125-258 |
-0-022 |
-0.1% |
125-280 |
| Range |
0-042 |
0-040 |
-0-002 |
-5.9% |
0-082 |
| ATR |
0-050 |
0-049 |
-0-001 |
-1.4% |
0-000 |
| Volume |
776,322 |
763,009 |
-13,313 |
-1.7% |
4,473,139 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-064 |
126-041 |
125-280 |
|
| R3 |
126-024 |
126-001 |
125-268 |
|
| R2 |
125-304 |
125-304 |
125-265 |
|
| R1 |
125-281 |
125-281 |
125-261 |
125-272 |
| PP |
125-264 |
125-264 |
125-264 |
125-260 |
| S1 |
125-241 |
125-241 |
125-254 |
125-232 |
| S2 |
125-224 |
125-224 |
125-250 |
|
| S3 |
125-184 |
125-201 |
125-246 |
|
| S4 |
125-144 |
125-161 |
125-236 |
|
|
| 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 |
126-010 |
125-248 |
0-082 |
0.2% |
0-044 |
0.1% |
12% |
False |
True |
929,433 |
| 10 |
126-025 |
125-218 |
0-128 |
0.3% |
0-042 |
0.1% |
31% |
False |
False |
817,081 |
| 20 |
126-040 |
125-112 |
0-248 |
0.6% |
0-052 |
0.1% |
59% |
False |
False |
904,750 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-049 |
0.1% |
52% |
False |
False |
740,579 |
| 60 |
126-072 |
125-112 |
0-280 |
0.7% |
0-052 |
0.1% |
52% |
False |
False |
675,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-138 |
|
2.618 |
126-072 |
|
1.618 |
126-032 |
|
1.000 |
126-008 |
|
0.618 |
125-312 |
|
HIGH |
125-288 |
|
0.618 |
125-272 |
|
0.500 |
125-268 |
|
0.382 |
125-263 |
|
LOW |
125-248 |
|
0.618 |
125-223 |
|
1.000 |
125-208 |
|
1.618 |
125-183 |
|
2.618 |
125-143 |
|
4.250 |
125-078 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-268 |
125-288 |
| PP |
125-264 |
125-278 |
| S1 |
125-261 |
125-268 |
|