ECBOT 5 Year T-Note Future March 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 125-115 125-085 -0-030 -0.1% 125-220
High 125-125 125-138 0-012 0.0% 125-225
Low 125-060 125-082 0-022 0.1% 125-075
Close 125-088 125-112 0-025 0.1% 125-112
Range 0-065 0-055 -0-010 -15.4% 0-150
ATR 0-056 0-056 0-000 -0.1% 0-000
Volume 2,404,332 3,092,090 687,758 28.6% 6,602,943
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 125-276 125-249 125-143
R3 125-221 125-194 125-128
R2 125-166 125-166 125-123
R1 125-139 125-139 125-118 125-152
PP 125-111 125-111 125-111 125-118
S1 125-084 125-084 125-107 125-098
S2 125-056 125-056 125-102
S3 125-001 125-029 125-097
S4 124-266 124-294 125-082
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 126-268 126-180 125-195
R3 126-118 126-030 125-154
R2 125-288 125-288 125-140
R1 125-200 125-200 125-126 125-169
PP 125-138 125-138 125-138 125-122
S1 125-050 125-050 125-099 125-019
S2 124-308 124-308 125-085
S3 124-158 124-220 125-071
S4 124-008 124-070 125-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-170 125-060 0-110 0.3% 0-063 0.2% 48% False False 2,054,689
10 125-290 125-060 0-230 0.6% 0-061 0.2% 23% False False 1,528,523
20 126-025 125-060 0-285 0.7% 0-052 0.1% 18% False False 1,199,242
40 126-072 125-060 1-012 0.8% 0-051 0.1% 16% False False 992,558
60 126-072 125-060 1-012 0.8% 0-052 0.1% 16% False False 895,116
80 126-088 125-060 1-028 0.9% 0-054 0.1% 15% False False 731,037
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-051
2.618 125-281
1.618 125-226
1.000 125-192
0.618 125-171
HIGH 125-138
0.618 125-116
0.500 125-110
0.382 125-104
LOW 125-082
0.618 125-049
1.000 125-028
1.618 124-314
2.618 124-259
4.250 124-169
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 125-112 125-112
PP 125-111 125-111
S1 125-110 125-110

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

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