ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 17-Feb-2021
Day Change Summary
Previous Current
16-Feb-2021 17-Feb-2021 Change Change % Previous Week
Open 125-220 125-108 -0-112 -0.3% 125-260
High 125-225 125-155 -0-070 -0.2% 125-290
Low 125-108 125-075 -0-032 -0.1% 125-222
Close 125-125 125-130 0-005 0.0% 125-238
Range 0-118 0-080 -0-038 -31.9% 0-068
ATR 0-053 0-055 0-002 3.7% 0-000
Volume 1,825,919 1,656,125 -169,794 -9.3% 3,971,067
Daily Pivots for day following 17-Feb-2021
Classic Woodie Camarilla DeMark
R4 126-040 126-005 125-174
R3 125-280 125-245 125-152
R2 125-200 125-200 125-145
R1 125-165 125-165 125-137 125-182
PP 125-120 125-120 125-120 125-129
S1 125-085 125-085 125-123 125-102
S2 125-040 125-040 125-115
S3 124-280 125-005 125-108
S4 124-200 124-245 125-086
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 126-132 126-092 125-275
R3 126-065 126-025 125-256
R2 125-318 125-318 125-250
R1 125-278 125-278 125-244 125-264
PP 125-250 125-250 125-250 125-243
S1 125-210 125-210 125-231 125-196
S2 125-182 125-182 125-225
S3 125-115 125-142 125-219
S4 125-048 125-075 125-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-290 125-075 0-215 0.5% 0-069 0.2% 26% False True 1,184,756
10 125-290 125-075 0-215 0.5% 0-054 0.1% 26% False True 1,008,071
20 126-025 125-075 0-270 0.7% 0-048 0.1% 20% False True 908,481
40 126-072 125-075 0-318 0.8% 0-050 0.1% 17% False True 832,013
60 126-072 125-075 0-318 0.8% 0-050 0.1% 17% False True 827,193
80 126-088 125-075 1-012 0.8% 0-053 0.1% 17% False True 623,359
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-175
2.618 126-044
1.618 125-284
1.000 125-235
0.618 125-204
HIGH 125-155
0.618 125-124
0.500 125-115
0.382 125-106
LOW 125-075
0.618 125-026
1.000 124-315
1.618 124-266
2.618 124-186
4.250 124-055
Fisher Pivots for day following 17-Feb-2021
Pivot 1 day 3 day
R1 125-125 125-178
PP 125-120 125-162
S1 125-115 125-146

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

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