ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 124-028 124-090 0-062 0.2% 124-232
High 124-102 124-145 0-042 0.1% 125-030
Low 124-028 124-072 0-045 0.1% 124-052
Close 124-085 124-130 0-045 0.1% 124-138
Range 0-075 0-072 -0-002 -3.3% 0-298
ATR 0-102 0-099 -0-002 -2.0% 0-000
Volume 3,049 3,662 613 20.1% 130,052
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-013 124-304 124-170
R3 124-261 124-232 124-150
R2 124-188 124-188 124-143
R1 124-159 124-159 124-137 124-174
PP 124-116 124-116 124-116 124-123
S1 124-087 124-087 124-123 124-101
S2 124-043 124-043 124-117
S3 123-291 124-014 124-110
S4 123-218 123-262 124-090
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
5 124-250 124-018 0-232 0.6% 0-094 0.2% 48% False False 17,299
10 125-080 124-002 1-078 1.0% 0-138 0.3% 32% False False 155,893
20 125-290 124-002 1-288 1.5% 0-104 0.3% 21% False False 949,628
40 126-025 124-002 2-022 1.7% 0-075 0.2% 19% False False 900,436
60 126-072 124-002 2-070 1.8% 0-067 0.2% 18% False False 826,655
80 126-072 124-002 2-070 1.8% 0-062 0.2% 18% False False 786,160
100 126-110 124-002 2-108 1.9% 0-061 0.2% 17% False False 629,404
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-133
2.618 125-015
1.618 124-262
1.000 124-218
0.618 124-190
HIGH 124-145
0.618 124-117
0.500 124-109
0.382 124-100
LOW 124-072
0.618 124-028
1.000 124-000
1.618 123-275
2.618 123-203
4.250 123-084
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 124-123 124-114
PP 124-116 124-098
S1 124-109 124-081

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

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