ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	125-215	125-190	-0-025	-0.1%	125-225
High	125-238	125-225	-0-012	0.0%	125-260
Low	125-215	125-188	-0-028	-0.1%	125-178
Close	125-222	125-190	-0-032	-0.1%	125-192
Range	0-022	0-038	0-015	66.7%	0-082
ATR
Volume	1,139	7,601	6,462	567.3%	30,162

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-313	125-289	125-211
R3	125-276	125-252	125-200
R2	125-238	125-238	125-197
R1	125-214	125-214	125-193	125-209
PP	125-201	125-201	125-201	125-198
S1	125-177	125-177	125-187	125-171
S2	125-163	125-163	125-183
S3	125-126	125-139	125-180
S4	125-088	125-102	125-169

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-138	126-088	125-238
R3	126-055	126-005	125-215
R2	125-292	125-292	125-208
R1	125-242	125-242	125-200	125-226
PP	125-210	125-210	125-210	125-202
S1	125-160	125-160	125-185	125-144
S2	125-128	125-128	125-177
S3	125-045	125-078	125-170
S4	124-282	124-315	125-147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-260	125-178	0-082	0.2%	0-030	0.1%	15%	False	False	7,576
10	125-260	125-140	0-120	0.3%	0-020	0.0%	42%	False	False	3,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-064
2.618	126-003
1.618	125-286
1.000	125-262
0.618	125-248
HIGH	125-225
0.618	125-211
0.500	125-206
0.382	125-202
LOW	125-188
0.618	125-164
1.000	125-150
1.618	125-127
2.618	125-089
4.250	125-028

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	125-206	125-208
PP	125-201	125-202
S1	125-195	125-196

Download as Excel Spreadsheet

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

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