ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 04-Feb-2021
Day Change Summary
Previous Current
03-Feb-2021 04-Feb-2021 Change Change % Previous Week
Open 125-288 125-250 -0-038 -0.1% 125-275
High 125-288 125-268 -0-020 0.0% 126-025
Low 125-248 125-235 -0-012 0.0% 125-262
Close 125-258 125-262 0-005 0.0% 125-280
Range 0-040 0-032 -0-008 -18.8% 0-082
ATR 0-049 0-048 -0-001 -2.4% 0-000
Volume 763,009 745,823 -17,186 -2.3% 4,473,139
Daily Pivots for day following 04-Feb-2021
Classic Woodie Camarilla DeMark
R4 126-032 126-020 125-280
R3 126-000 125-308 125-271
R2 125-288 125-288 125-268
R1 125-275 125-275 125-265 125-281
PP 125-255 125-255 125-255 125-258
S1 125-242 125-242 125-260 125-249
S2 125-222 125-222 125-257
S3 125-190 125-210 125-254
S4 125-158 125-178 125-245
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
5 126-008 125-235 0-092 0.2% 0-040 0.1% 30% False True 868,818
10 126-025 125-235 0-110 0.3% 0-042 0.1% 25% False True 824,883
20 126-025 125-112 0-232 0.6% 0-048 0.1% 65% False False 866,070
40 126-072 125-112 0-280 0.7% 0-048 0.1% 54% False False 744,710
60 126-072 125-112 0-280 0.7% 0-052 0.1% 54% False False 687,997
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-086
2.618 126-033
1.618 126-000
1.000 125-300
0.618 125-288
HIGH 125-268
0.618 125-255
0.500 125-251
0.382 125-247
LOW 125-235
0.618 125-215
1.000 125-202
1.618 125-182
2.618 125-150
4.250 125-097
Fisher Pivots for day following 04-Feb-2021
Pivot 1 day 3 day
R1 125-259 125-276
PP 125-255 125-272
S1 125-251 125-267

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

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