ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	124-055	124-090	0-035	0.1%	124-095
High	124-088	124-110	0-022	0.1%	124-208
Low	124-045	124-072	0-028	0.1%	124-018
Close	124-078	124-092	0-015	0.0%	124-058
Range	0-042	0-038	-0-005	-11.8%	0-190
ATR	0-096	0-092	-0-004	-4.3%	0-000
Volume	6,116	519	-5,597	-91.5%	31,673

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-204	124-186	124-113
R3	124-167	124-148	124-103
R2	124-129	124-129	124-099
R1	124-111	124-111	124-096	124-120
PP	124-092	124-092	124-092	124-096
S1	124-073	124-073	124-089	124-082
S2	124-054	124-054	124-086
S3	124-017	124-036	124-082
S4	123-299	123-318	124-072

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	124-038	0-170	0.4%	0-070	0.2%	32%	False	False	3,030
10	124-315	124-018	0-298	0.7%	0-087	0.2%	25%	False	False	10,768
20	125-170	124-002	1-168	1.2%	0-104	0.3%	18%	False	False	736,820
40	126-025	124-002	2-022	1.7%	0-076	0.2%	14%	False	False	800,530
60	126-072	124-002	2-070	1.8%	0-068	0.2%	13%	False	False	785,011
80	126-072	124-002	2-070	1.8%	0-063	0.2%	13%	False	False	785,521
100	126-088	124-002	2-085	1.8%	0-063	0.2%	12%	False	False	629,494

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	124-269
2.618	124-208
1.618	124-171
1.000	124-148
0.618	124-133
HIGH	124-110
0.618	124-096
0.500	124-091
0.382	124-087
LOW	124-072
0.618	124-049
1.000	124-035
1.618	124-012
2.618	123-294
4.250	123-233

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	124-092	124-092
PP	124-092	124-091
S1	124-091	124-090

Download as Excel Spreadsheet

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

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