ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	125-085	125-135	0-050	0.1%	125-220
High	125-138	125-155	0-018	0.0%	125-225
Low	125-082	125-040	-0-042	-0.1%	125-075
Close	125-112	125-065	-0-048	-0.1%	125-112
Range	0-055	0-115	0-060	109.1%	0-150
ATR	0-056	0-060	0-004	7.6%	0-000
Volume	3,092,090	2,892,543	-199,547	-6.5%	6,602,943

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-112	126-043	125-128
R3	125-317	125-248	125-097
R2	125-202	125-202	125-086
R1	125-133	125-133	125-076	125-110
PP	125-087	125-087	125-087	125-075
S1	125-018	125-018	125-054	124-315
S2	124-292	124-292	125-044
S3	124-177	124-223	125-033
S4	124-062	124-108	125-002

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	125-040	0-130	0.3%	0-070	0.2%	19%	False	True	2,301,972
10	125-290	125-040	0-250	0.6%	0-070	0.2%	10%	False	True	1,743,364
20	126-025	125-040	0-305	0.8%	0-056	0.1%	8%	False	True	1,310,507
40	126-072	125-040	1-032	0.9%	0-053	0.1%	7%	False	True	1,060,005
60	126-072	125-040	1-032	0.9%	0-053	0.1%	7%	False	True	924,121
80	126-088	125-040	1-048	0.9%	0-055	0.1%	7%	False	True	767,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-004
2.618	126-136
1.618	126-021
1.000	125-270
0.618	125-226
HIGH	125-155
0.618	125-111
0.500	125-098
0.382	125-084
LOW	125-040
0.618	124-289
1.000	124-245
1.618	124-174
2.618	124-059
4.250	123-191

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	125-098	125-098
PP	125-087	125-087
S1	125-076	125-076

Download as Excel Spreadsheet

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

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