ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 17-Mar-2021

Day Change Summary
	Previous	Current
	16-Mar-2021	17-Mar-2021	Change	Change %	Previous Week
Open	124-090	124-078	-0-012	0.0%	124-095
High	124-110	124-192	0-082	0.2%	124-208
Low	124-072	124-038	-0-035	-0.1%	124-018
Close	124-092	124-172	0-080	0.2%	124-058
Range	0-038	0-155	0-118	313.3%	0-190
ATR	0-092	0-096	0-005	5.0%	0-000
Volume	519	8,765	8,246	1,588.8%	31,673

Daily Pivots for day following 17-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-279	125-221	124-258
R3	125-124	125-066	124-215
R2	124-289	124-289	124-201
R1	124-231	124-231	124-187	124-260
PP	124-134	124-134	124-134	124-149
S1	124-076	124-076	124-158	124-105
S2	123-299	123-299	124-144
S3	123-144	123-241	124-130
S4	122-309	123-086	124-087

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%	0-086	0.2%	79%	False	True	4,051
10	124-250	124-018	0-232	0.6%	0-090	0.2%	67%	False	False	10,675
20	125-170	124-002	1-168	1.2%	0-108	0.3%	35%	False	False	654,452
40	126-025	124-002	2-022	1.7%	0-078	0.2%	26%	False	False	781,466
60	126-072	124-002	2-070	1.8%	0-069	0.2%	24%	False	False	772,826
80	126-072	124-002	2-070	1.8%	0-065	0.2%	24%	False	False	784,007
100	126-088	124-002	2-085	1.8%	0-064	0.2%	23%	False	False	629,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	126-211
2.618	125-278
1.618	125-123
1.000	125-028
0.618	124-288
HIGH	124-192
0.618	124-133
0.500	124-115
0.382	124-097
LOW	124-038
0.618	123-262
1.000	123-202
1.618	123-107
2.618	122-272
4.250	122-019

Fisher Pivots for day following 17-Mar-2021
Pivot	1 day	3 day
R1	124-153	124-153
PP	124-134	124-134
S1	124-115	124-115

Download as Excel Spreadsheet

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

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