ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 05-Mar-2021

Day Change Summary
	Previous	Current
	04-Mar-2021	05-Mar-2021	Change	Change %	Previous Week
Open	124-200	124-145	-0-055	-0.1%	124-232
High	124-250	124-168	-0-082	-0.2%	125-030
Low	124-130	124-052	-0-078	-0.2%	124-052
Close	124-145	124-138	-0-008	0.0%	124-138
Range	0-120	0-115	-0-005	-4.2%	0-298
ATR	0-101	0-102	0-001	1.0%	0-000
Volume	28,702	30,977	2,275	7.9%	130,052

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-144	125-096	124-201
R3	125-029	124-301	124-169
R2	124-234	124-234	124-159
R1	124-186	124-186	124-148	124-152
PP	124-119	124-119	124-119	124-102
S1	124-071	124-071	124-127	124-038
S2	124-004	124-004	124-116
S3	123-209	123-276	124-106
S4	123-094	123-161	124-074

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	127-112	126-262	124-301
R3	126-135	125-285	124-219
R2	125-158	125-158	124-192
R1	124-308	124-308	124-165	124-244
PP	124-180	124-180	124-180	124-148
S1	124-010	124-010	124-110	123-266
S2	123-202	123-202	124-083
S3	122-225	123-032	124-056
S4	121-248	122-055	123-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-030	124-052	0-298	0.7%	0-108	0.3%	29%	False	True	26,010
10	125-155	124-002	1-152	1.2%	0-138	0.3%	29%	False	False	992,107
20	125-290	124-002	1-288	1.5%	0-098	0.2%	22%	False	False	1,080,692
40	126-025	124-002	2-022	1.7%	0-073	0.2%	20%	False	False	973,381
60	126-072	124-002	2-070	1.8%	0-065	0.2%	19%	False	False	856,704
80	126-072	124-002	2-070	1.8%	0-063	0.2%	19%	False	False	786,171

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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-016
2.618	125-149
1.618	125-034
1.000	124-282
0.618	124-239
HIGH	124-168
0.618	124-124
0.500	124-110
0.382	124-096
LOW	124-052
0.618	123-301
1.000	123-258
1.618	123-186
2.618	123-071
4.250	122-204

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	124-128	124-184
PP	124-119	124-168
S1	124-110	124-153

Download as Excel Spreadsheet

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

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