ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 09-Mar-2021

Day Change Summary
	Previous	Current
	08-Mar-2021	09-Mar-2021	Change	Change %	Previous Week
Open	124-095	124-028	-0-068	-0.2%	124-232
High	124-105	124-102	-0-002	0.0%	125-030
Low	124-018	124-028	0-010	0.0%	124-052
Close	124-040	124-085	0-045	0.1%	124-138
Range	0-088	0-075	-0-012	-14.3%	0-298
ATR	0-104	0-102	-0-002	-2.0%	0-000
Volume	20,105	3,049	-17,056	-84.8%	130,052

Daily Pivots for day following 09-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-297	124-266	124-126
R3	124-222	124-191	124-106
R2	124-147	124-147	124-099
R1	124-116	124-116	124-092	124-131
PP	124-072	124-072	124-072	124-079
S1	124-041	124-041	124-078	124-056
S2	123-317	123-317	124-071
S3	123-242	123-286	124-064
S4	123-167	123-211	124-044

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	124-315	124-018	0-298	0.7%	0-104	0.3%	23%	False	False	18,505
10	125-155	124-002	1-152	1.2%	0-142	0.4%	17%	False	False	444,781
20	125-290	124-002	1-288	1.5%	0-102	0.3%	14%	False	False	986,652
40	126-025	124-002	2-022	1.7%	0-074	0.2%	12%	False	False	921,834
60	126-072	124-002	2-070	1.8%	0-066	0.2%	12%	False	False	837,029
80	126-072	124-002	2-070	1.8%	0-062	0.2%	12%	False	False	786,183

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-101
2.618	124-299
1.618	124-224
1.000	124-178
0.618	124-149
HIGH	124-102
0.618	124-074
0.500	124-065
0.382	124-056
LOW	124-028
0.618	123-301
1.000	123-272
1.618	123-226
2.618	123-151
4.250	123-029

Fisher Pivots for day following 09-Mar-2021
Pivot	1 day	3 day
R1	124-078	124-092
PP	124-072	124-090
S1	124-065	124-088

Download as Excel Spreadsheet

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

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