ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 26-Feb-2021

Day Change Summary
	Previous	Current
	25-Feb-2021	26-Feb-2021	Change	Change %	Previous Week
Open	125-078	124-078	-1-000	-0.8%	125-115
High	125-080	124-250	-0-150	-0.4%	125-155
Low	124-002	124-042	0-040	0.1%	124-002
Close	124-108	124-132	0-025	0.1%	124-132
Range	1-078	0-208	-0-190	-47.8%	1-152
ATR	0-084	0-093	0-009	10.5%	0-000
Volume	1,261,316	140,746	-1,120,570	-88.8%	9,791,027

Daily Pivots for day following 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-124	126-016	124-247
R3	125-237	125-128	124-190
R2	125-029	125-029	124-171
R1	124-241	124-241	124-152	124-295
PP	124-142	124-142	124-142	124-169
S1	124-033	124-033	124-113	124-088
S2	123-254	123-254	124-094
S3	123-047	123-146	124-075
S4	122-159	122-258	124-018

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	129-021	128-069	125-072
R3	127-188	126-237	124-262
R2	126-036	126-036	124-219
R1	125-084	125-084	124-176	124-304
PP	124-203	124-203	124-203	124-153
S1	123-252	123-252	124-089	123-151
S2	123-051	123-051	124-046
S3	121-218	122-099	124-003
S4	120-066	120-267	123-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-155	124-002	1-152	1.2%	0-168	0.4%	28%	False	False	1,958,205
10	125-280	124-002	1-278	1.5%	0-121	0.3%	22%	False	False	1,715,618
20	126-008	124-002	2-005	1.6%	0-081	0.2%	20%	False	False	1,291,394
40	126-072	124-002	2-070	1.8%	0-067	0.2%	18%	False	False	1,070,795
60	126-072	124-002	2-070	1.8%	0-062	0.2%	18%	False	False	923,497
80	126-088	124-002	2-085	1.8%	0-061	0.2%	18%	False	False	784,648

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-172
2.618	126-153
1.618	125-266
1.000	125-138
0.618	125-058
HIGH	124-250
0.618	124-171
0.500	124-146
0.382	124-122
LOW	124-042
0.618	123-234
1.000	123-155
1.618	123-027
2.618	122-139
4.250	121-121

Fisher Pivots for day following 26-Feb-2021
Pivot	1 day	3 day
R1	124-146	124-239
PP	124-142	124-203
S1	124-137	124-168

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols