ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
124-312 |
124-282 |
-0-030 |
-0.1% |
125-115 |
| High |
125-002 |
125-018 |
0-015 |
0.0% |
125-122 |
| Low |
124-252 |
124-280 |
0-028 |
0.1% |
124-278 |
| Close |
124-288 |
124-315 |
0-028 |
0.1% |
124-310 |
| Range |
0-070 |
0-058 |
-0-012 |
-17.9% |
0-165 |
| ATR |
0-051 |
0-051 |
0-000 |
1.0% |
0-000 |
| Volume |
1,269,184 |
2,255,055 |
985,871 |
77.7% |
1,346,022 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-163 |
125-137 |
125-027 |
|
| R3 |
125-106 |
125-079 |
125-011 |
|
| R2 |
125-048 |
125-048 |
125-006 |
|
| R1 |
125-022 |
125-022 |
125-000 |
125-035 |
| PP |
124-311 |
124-311 |
124-311 |
124-318 |
| S1 |
124-284 |
124-284 |
124-310 |
124-298 |
| S2 |
124-253 |
124-253 |
124-304 |
|
| S3 |
124-196 |
124-227 |
124-299 |
|
| S4 |
124-138 |
124-169 |
124-283 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-198 |
126-099 |
125-081 |
|
| R3 |
126-033 |
125-254 |
125-035 |
|
| R2 |
125-188 |
125-188 |
125-020 |
|
| R1 |
125-089 |
125-089 |
125-005 |
125-056 |
| PP |
125-023 |
125-023 |
125-023 |
125-007 |
| S1 |
124-244 |
124-244 |
124-295 |
124-211 |
| S2 |
124-178 |
124-178 |
124-280 |
|
| S3 |
124-013 |
124-079 |
124-265 |
|
| S4 |
123-168 |
123-234 |
124-219 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-262 |
|
2.618 |
125-168 |
|
1.618 |
125-111 |
|
1.000 |
125-075 |
|
0.618 |
125-053 |
|
HIGH |
125-018 |
|
0.618 |
124-316 |
|
0.500 |
124-309 |
|
0.382 |
124-302 |
|
LOW |
124-280 |
|
0.618 |
124-244 |
|
1.000 |
124-222 |
|
1.618 |
124-187 |
|
2.618 |
124-129 |
|
4.250 |
124-036 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-313 |
124-313 |
| PP |
124-311 |
124-312 |
| S1 |
124-309 |
124-310 |
|