ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-250 |
125-260 |
0-010 |
0.0% |
125-312 |
| High |
125-268 |
125-288 |
0-020 |
0.0% |
126-008 |
| Low |
125-235 |
125-225 |
-0-010 |
0.0% |
125-225 |
| Close |
125-262 |
125-255 |
-0-008 |
0.0% |
125-255 |
| Range |
0-032 |
0-062 |
0-030 |
92.3% |
0-102 |
| ATR |
0-048 |
0-049 |
0-001 |
2.2% |
0-000 |
| Volume |
745,823 |
1,118,767 |
372,944 |
50.0% |
4,141,459 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-123 |
126-092 |
125-289 |
|
| R3 |
126-061 |
126-029 |
125-272 |
|
| R2 |
125-318 |
125-318 |
125-266 |
|
| R1 |
125-287 |
125-287 |
125-261 |
125-271 |
| PP |
125-256 |
125-256 |
125-256 |
125-248 |
| S1 |
125-224 |
125-224 |
125-249 |
125-209 |
| S2 |
125-193 |
125-193 |
125-244 |
|
| S3 |
125-131 |
125-162 |
125-238 |
|
| S4 |
125-068 |
125-099 |
125-221 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-257 |
126-198 |
125-311 |
|
| R3 |
126-154 |
126-096 |
125-283 |
|
| R2 |
126-052 |
126-052 |
125-274 |
|
| R1 |
125-313 |
125-313 |
125-264 |
125-291 |
| PP |
125-269 |
125-269 |
125-269 |
125-258 |
| S1 |
125-211 |
125-211 |
125-246 |
125-189 |
| S2 |
125-167 |
125-167 |
125-236 |
|
| S3 |
125-064 |
125-108 |
125-227 |
|
| S4 |
124-282 |
125-006 |
125-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-008 |
125-225 |
0-102 |
0.3% |
0-041 |
0.1% |
29% |
False |
True |
828,291 |
| 10 |
126-025 |
125-225 |
0-120 |
0.3% |
0-045 |
0.1% |
25% |
False |
True |
861,459 |
| 20 |
126-025 |
125-112 |
0-232 |
0.6% |
0-048 |
0.1% |
61% |
False |
False |
876,720 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-049 |
0.1% |
51% |
False |
False |
757,769 |
| 60 |
126-072 |
125-112 |
0-280 |
0.7% |
0-049 |
0.1% |
51% |
False |
False |
706,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-233 |
|
2.618 |
126-131 |
|
1.618 |
126-069 |
|
1.000 |
126-030 |
|
0.618 |
126-006 |
|
HIGH |
125-288 |
|
0.618 |
125-264 |
|
0.500 |
125-256 |
|
0.382 |
125-249 |
|
LOW |
125-225 |
|
0.618 |
125-186 |
|
1.000 |
125-162 |
|
1.618 |
125-124 |
|
2.618 |
125-061 |
|
4.250 |
124-279 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-256 |
125-256 |
| PP |
125-256 |
125-256 |
| S1 |
125-255 |
125-255 |
|