ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 18-Mar-2021

Day Change Summary
	Previous	Current
	17-Mar-2021	18-Mar-2021	Change	Change %	Previous Week
Open	124-078	124-085	0-008	0.0%	124-095
High	124-192	124-085	-0-108	-0.3%	124-208
Low	124-038	123-315	-0-042	-0.1%	124-018
Close	124-172	124-052	-0-120	-0.3%	124-058
Range	0-155	0-090	-0-065	-41.9%	0-190
ATR	0-096	0-102	0-006	6.1%	0-000
Volume	8,765	7,290	-1,475	-16.8%	31,673

Daily Pivots for day following 18-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-314	124-273	124-102
R3	124-224	124-183	124-077
R2	124-134	124-134	124-069
R1	124-093	124-093	124-061	124-069
PP	124-044	124-044	124-044	124-032
S1	124-003	124-003	124-044	123-299
S2	123-274	123-274	124-036
S3	123-184	123-233	124-028
S4	123-094	123-143	124-003

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	124-192	123-315	0-198	0.5%	0-086	0.2%	29%	False	True	4,868
10	124-208	123-315	0-212	0.5%	0-087	0.2%	27%	False	True	8,534
20	125-160	123-315	1-165	1.2%	0-110	0.3%	12%	False	True	595,291
40	126-025	123-315	2-030	1.7%	0-080	0.2%	9%	False	True	764,621
60	126-072	123-315	2-078	1.8%	0-070	0.2%	8%	False	True	764,794
80	126-072	123-315	2-078	1.8%	0-065	0.2%	8%	False	True	779,576
100	126-088	123-315	2-092	1.8%	0-064	0.2%	8%	False	True	629,635

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-148
2.618	125-001
1.618	124-231
1.000	124-175
0.618	124-141
HIGH	124-085
0.618	124-051
0.500	124-040
0.382	124-029
LOW	123-315
0.618	123-259
1.000	123-225
1.618	123-169
2.618	123-079
4.250	122-252

Fisher Pivots for day following 18-Mar-2021
Pivot	1 day	3 day
R1	124-048	124-094
PP	124-044	124-080
S1	124-040	124-066

Download as Excel Spreadsheet

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

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