ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 11-Feb-2021
Day Change Summary
Previous Current
10-Feb-2021 11-Feb-2021 Change Change % Previous Week
Open 125-235 125-280 0-045 0.1% 125-312
High 125-282 125-290 0-008 0.0% 126-008
Low 125-222 125-260 0-038 0.1% 125-225
Close 125-272 125-270 -0-002 0.0% 125-255
Range 0-060 0-030 -0-030 -50.0% 0-102
ATR 0-047 0-046 -0-001 -2.6% 0-000
Volume 908,940 770,587 -138,353 -15.2% 4,141,459
Daily Pivots for day following 11-Feb-2021
Classic Woodie Camarilla DeMark
R4 126-043 126-027 125-286
R3 126-013 125-317 125-278
R2 125-303 125-303 125-276
R1 125-287 125-287 125-273 125-280
PP 125-273 125-273 125-273 125-270
S1 125-257 125-257 125-267 125-250
S2 125-243 125-243 125-264
S3 125-213 125-227 125-262
S4 125-183 125-197 125-254
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
5 125-290 125-222 0-068 0.2% 0-043 0.1% 70% True False 865,524
10 126-008 125-222 0-105 0.3% 0-042 0.1% 45% False False 867,171
20 126-025 125-165 0-180 0.4% 0-044 0.1% 58% False False 821,739
40 126-072 125-112 0-280 0.7% 0-047 0.1% 56% False False 775,321
60 126-072 125-112 0-280 0.7% 0-048 0.1% 56% False False 759,331
80 126-088 125-112 0-295 0.7% 0-051 0.1% 53% False False 570,332
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-098
2.618 126-049
1.618 126-019
1.000 126-000
0.618 125-309
HIGH 125-290
0.618 125-279
0.500 125-275
0.382 125-271
LOW 125-260
0.618 125-241
1.000 125-230
1.618 125-211
2.618 125-181
4.250 125-132
Fisher Pivots for day following 11-Feb-2021
Pivot 1 day 3 day
R1 125-275 125-265
PP 125-273 125-261
S1 125-272 125-256

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

View Archives - Comment on this page... - Back to Index of Symbols