ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-235 |
125-235 |
0-000 |
0.0% |
125-312 |
| High |
125-252 |
125-282 |
0-030 |
0.1% |
126-008 |
| Low |
125-225 |
125-222 |
-0-002 |
0.0% |
125-225 |
| Close |
125-240 |
125-272 |
0-032 |
0.1% |
125-255 |
| Range |
0-028 |
0-060 |
0-032 |
118.2% |
0-102 |
| ATR |
0-046 |
0-047 |
0-001 |
2.1% |
0-000 |
| Volume |
744,128 |
908,940 |
164,812 |
22.1% |
4,141,459 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-119 |
126-096 |
125-306 |
|
| R3 |
126-059 |
126-036 |
125-289 |
|
| R2 |
125-319 |
125-319 |
125-284 |
|
| R1 |
125-296 |
125-296 |
125-278 |
125-308 |
| PP |
125-259 |
125-259 |
125-259 |
125-265 |
| S1 |
125-236 |
125-236 |
125-267 |
125-248 |
| S2 |
125-199 |
125-199 |
125-262 |
|
| S3 |
125-139 |
125-176 |
125-256 |
|
| S4 |
125-079 |
125-116 |
125-240 |
|
|
| 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 |
125-288 |
125-222 |
0-065 |
0.2% |
0-044 |
0.1% |
77% |
False |
True |
860,571 |
| 10 |
126-010 |
125-222 |
0-108 |
0.3% |
0-044 |
0.1% |
47% |
False |
True |
895,002 |
| 20 |
126-025 |
125-145 |
0-200 |
0.5% |
0-046 |
0.1% |
64% |
False |
False |
837,281 |
| 40 |
126-072 |
125-112 |
0-280 |
0.7% |
0-048 |
0.1% |
57% |
False |
False |
769,410 |
| 60 |
126-072 |
125-112 |
0-280 |
0.7% |
0-048 |
0.1% |
57% |
False |
False |
746,647 |
| 80 |
126-088 |
125-112 |
0-295 |
0.7% |
0-051 |
0.1% |
54% |
False |
False |
560,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-218 |
|
2.618 |
126-120 |
|
1.618 |
126-060 |
|
1.000 |
126-022 |
|
0.618 |
126-000 |
|
HIGH |
125-282 |
|
0.618 |
125-260 |
|
0.500 |
125-252 |
|
0.382 |
125-245 |
|
LOW |
125-222 |
|
0.618 |
125-185 |
|
1.000 |
125-162 |
|
1.618 |
125-125 |
|
2.618 |
125-065 |
|
4.250 |
124-288 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-266 |
125-266 |
| PP |
125-259 |
125-259 |
| S1 |
125-252 |
125-252 |
|