ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	124-142	124-055	-0-088	-0.2%	124-095
High	124-142	124-088	-0-055	-0.1%	124-208
Low	124-038	124-045	0-008	0.0%	124-018
Close	124-058	124-078	0-020	0.1%	124-058
Range	0-105	0-042	-0-062	-59.5%	0-190
ATR	0-100	0-096	-0-004	-4.1%	0-000
Volume	1,654	6,116	4,462	269.8%	31,673

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-198	124-180	124-101
R3	124-155	124-138	124-089
R2	124-112	124-112	124-085
R1	124-095	124-095	124-081	124-104
PP	124-070	124-070	124-070	124-074
S1	124-052	124-052	124-074	124-061
S2	124-028	124-028	124-070
S3	123-305	124-010	124-066
S4	123-262	123-288	124-054

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	124-028	0-180	0.5%	0-078	0.2%	28%	False	False	3,536
10	125-030	124-018	1-012	0.8%	0-095	0.2%	18%	False	False	13,326
20	125-225	124-002	1-222	1.4%	0-108	0.3%	14%	False	False	828,090
40	126-025	124-002	2-022	1.7%	0-076	0.2%	11%	False	False	819,113
60	126-072	124-002	2-070	1.8%	0-068	0.2%	11%	False	False	796,552
80	126-072	124-002	2-070	1.8%	0-063	0.2%	11%	False	False	785,699
100	126-088	124-002	2-085	1.8%	0-063	0.2%	10%	False	False	629,497

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-018
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	124-268
2.618	124-199
1.618	124-156
1.000	124-130
0.618	124-114
HIGH	124-088
0.618	124-071
0.500	124-066
0.382	124-061
LOW	124-045
0.618	124-019
1.000	124-002
1.618	123-296
2.618	123-254
4.250	123-184

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	124-074	124-122
PP	124-070	124-108
S1	124-066	124-092

Download as Excel Spreadsheet

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

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