ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 124-078 124-232 0-155 0.4% 125-115
High 124-250 124-278 0-028 0.1% 125-155
Low 124-042 124-212 0-170 0.4% 124-002
Close 124-132 124-240 0-108 0.3% 124-132
Range 0-208 0-065 -0-142 -68.7% 1-152
ATR 0-093 0-097 0-004 4.0% 0-000
Volume 140,746 34,578 -106,168 -75.4% 9,791,027
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-118 125-084 124-276
R3 125-053 125-019 124-258
R2 124-308 124-308 124-252
R1 124-274 124-274 124-246 124-291
PP 124-243 124-243 124-243 124-252
S1 124-209 124-209 124-234 124-226
S2 124-178 124-178 124-228
S3 124-113 124-144 124-222
S4 124-048 124-079 124-204
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% 50% False False 1,484,254
10 125-225 124-002 1-222 1.4% 0-122 0.3% 44% False False 1,642,854
20 126-008 124-002 2-005 1.6% 0-082 0.2% 37% False False 1,227,053
40 126-072 124-002 2-070 1.8% 0-067 0.2% 33% False False 1,060,921
60 126-072 124-002 2-070 1.8% 0-061 0.2% 33% False False 902,671
80 126-088 124-002 2-085 1.8% 0-062 0.2% 33% False False 785,058
Crabel Price Patterns
NR True
NR4 True
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 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-234
2.618 125-128
1.618 125-063
1.000 125-022
0.618 124-318
HIGH 124-278
0.618 124-253
0.500 124-245
0.382 124-237
LOW 124-212
0.618 124-172
1.000 124-148
1.618 124-107
2.618 124-042
4.250 123-256
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 124-245 124-227
PP 124-243 124-214
S1 124-242 124-201

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

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