ECBOT 5 Year T-Note Future June 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	125-175	125-155	-0-020	0.0%	125-225
High	125-192	125-170	-0-022	-0.1%	125-260
Low	125-155	125-140	-0-015	0.0%	125-178
Close	125-165	125-170	0-005	0.0%	125-192
Range	0-038	0-030	-0-008	-20.0%	0-082
ATR
Volume	4,011	2,855	-1,156	-28.8%	30,162

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-250	125-240	125-186
R3	125-220	125-210	125-178
R2	125-190	125-190	125-176
R1	125-180	125-180	125-173	125-185
PP	125-160	125-160	125-160	125-162
S1	125-150	125-150	125-167	125-155
S2	125-130	125-130	125-164
S3	125-100	125-120	125-162
S4	125-070	125-090	125-154

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	125-238	125-140	0-098	0.2%	0-036	0.1%	31%	False	True	6,632
10	125-260	125-140	0-120	0.3%	0-024	0.1%	25%	False	True	4,576

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	0-006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-298
2.618	125-249
1.618	125-219
1.000	125-200
0.618	125-189
HIGH	125-170
0.618	125-159
0.500	125-155
0.382	125-151
LOW	125-140
0.618	125-121
1.000	125-110
1.618	125-091
2.618	125-061
4.250	125-012

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	125-165	125-182
PP	125-160	125-178
S1	125-155	125-174

Download as Excel Spreadsheet

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

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