ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	124-158	124-142	-0-015	0.0%	124-095
High	124-208	124-142	-0-065	-0.2%	124-208
Low	124-115	124-038	-0-078	-0.2%	124-018
Close	124-148	124-058	-0-090	-0.2%	124-058
Range	0-092	0-105	0-012	13.5%	0-190
ATR	0-099	0-100	0-001	0.8%	0-000
Volume	3,203	1,654	-1,549	-48.4%	31,673

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-074	125-011	124-115
R3	124-289	124-226	124-086
R2	124-184	124-184	124-077
R1	124-121	124-121	124-067	124-100
PP	124-079	124-079	124-079	124-069
S1	124-016	124-016	124-048	123-315
S2	123-294	123-294	124-038
S3	123-189	123-231	124-029
S4	123-084	123-126	124-000

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-024	125-231	124-162
R3	125-154	125-041	124-110
R2	124-284	124-284	124-092
R1	124-171	124-171	124-075	124-132
PP	124-094	124-094	124-094	124-075
S1	123-301	123-301	124-040	123-262
S2	123-224	123-224	124-023
S3	123-034	123-111	124-005
S4	122-164	122-241	123-273

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%	0-086	0.2%	21%	False	False	6,334
10	125-030	124-018	1-012	0.8%	0-097	0.2%	12%	False	False	16,172
20	125-280	124-002	1-278	1.5%	0-109	0.3%	9%	False	False	865,895
40	126-025	124-002	2-022	1.7%	0-077	0.2%	8%	False	False	843,817
60	126-072	124-002	2-070	1.8%	0-068	0.2%	8%	False	False	805,512
80	126-072	124-002	2-070	1.8%	0-063	0.2%	8%	False	False	785,972
100	126-088	124-002	2-085	1.8%	0-063	0.2%	8%	False	False	629,444

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-269
2.618	125-097
1.618	124-312
1.000	124-248
0.618	124-207
HIGH	124-142
0.618	124-102
0.500	124-090
0.382	124-078
LOW	124-038
0.618	123-293
1.000	123-252
1.618	123-188
2.618	123-083
4.250	122-231

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	124-090	124-122
PP	124-079	124-101
S1	124-068	124-079

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols