ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 08-Mar-2021
Day Change Summary
Previous Current
05-Mar-2021 08-Mar-2021 Change Change % Previous Week
Open 124-145 124-095 -0-050 -0.1% 124-232
High 124-168 124-105 -0-062 -0.2% 125-030
Low 124-052 124-018 -0-035 -0.1% 124-052
Close 124-138 124-040 -0-098 -0.2% 124-138
Range 0-115 0-088 -0-028 -23.9% 0-298
ATR 0-102 0-104 0-001 1.2% 0-000
Volume 30,977 20,105 -10,872 -35.1% 130,052
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-317 124-266 124-088
R3 124-229 124-178 124-064
R2 124-142 124-142 124-056
R1 124-091 124-091 124-048 124-072
PP 124-054 124-054 124-054 124-045
S1 124-003 124-003 124-032 123-305
S2 123-287 123-287 124-024
S3 123-199 123-236 124-016
S4 123-112 123-148 123-312
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
5 125-030 124-018 1-012 0.8% 0-112 0.3% 7% False True 23,115
10 125-155 124-002 1-152 1.2% 0-140 0.4% 8% False False 753,685
20 125-290 124-002 1-288 1.5% 0-100 0.3% 6% False False 1,025,759
40 126-025 124-002 2-022 1.7% 0-074 0.2% 6% False False 951,240
60 126-072 124-002 2-070 1.8% 0-066 0.2% 5% False False 847,099
80 126-072 124-002 2-070 1.8% 0-062 0.2% 5% False False 786,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 125-157
2.618 125-014
1.618 124-247
1.000 124-192
0.618 124-159
HIGH 124-105
0.618 124-072
0.500 124-061
0.382 124-051
LOW 124-018
0.618 123-283
1.000 123-250
1.618 123-196
2.618 123-108
4.250 122-286
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 124-061 124-134
PP 124-054 124-102
S1 124-047 124-071

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

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