ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 124-090 124-158 0-068 0.2% 124-232
High 124-145 124-208 0-062 0.2% 125-030
Low 124-072 124-115 0-042 0.1% 124-052
Close 124-130 124-148 0-018 0.0% 124-138
Range 0-072 0-092 0-020 27.6% 0-298
ATR 0-099 0-099 0-000 -0.5% 0-000
Volume 3,662 3,203 -459 -12.5% 130,052
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-114 125-063 124-198
R3 125-022 124-291 124-173
R2 124-249 124-249 124-164
R1 124-198 124-198 124-156 124-178
PP 124-157 124-157 124-157 124-146
S1 124-106 124-106 124-139 124-085
S2 124-064 124-064 124-131
S3 123-292 124-013 124-122
S4 123-199 123-241 124-097
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
5 124-208 124-018 0-190 0.5% 0-088 0.2% 68% True False 12,199
10 125-030 124-018 1-012 0.8% 0-108 0.3% 39% False False 30,081
20 125-290 124-002 1-288 1.5% 0-105 0.3% 24% False False 904,342
40 126-025 124-002 2-022 1.7% 0-076 0.2% 22% False False 870,811
60 126-072 124-002 2-070 1.8% 0-067 0.2% 20% False False 814,387
80 126-072 124-002 2-070 1.8% 0-063 0.2% 20% False False 786,071
100 126-088 124-002 2-085 1.8% 0-062 0.2% 20% False False 629,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-281
2.618 125-130
1.618 125-037
1.000 124-300
0.618 124-265
HIGH 124-208
0.618 124-172
0.500 124-161
0.382 124-150
LOW 124-115
0.618 124-058
1.000 124-022
1.618 123-285
2.618 123-193
4.250 123-042
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 124-161 124-138
PP 124-157 124-128
S1 124-152 124-118

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

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