ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 19-Mar-2021

Day Change Summary
	Previous	Current
	18-Mar-2021	19-Mar-2021	Change	Change %	Previous Week
Open	124-085	124-078	-0-008	0.0%	124-055
High	124-085	124-100	0-015	0.0%	124-192
Low	123-315	124-005	0-010	0.0%	123-315
Close	124-052	124-045	-0-008	0.0%	124-045
Range	0-090	0-095	0-005	5.6%	0-198
ATR	0-102	0-101	0-000	-0.5%	0-000
Volume	7,290	6,456	-834	-11.4%	29,146

Daily Pivots for day following 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-015	124-285	124-097
R3	124-240	124-190	124-071
R2	124-145	124-145	124-062
R1	124-095	124-095	124-054	124-072
PP	124-050	124-050	124-050	124-039
S1	124-000	124-000	124-036	123-298
S2	123-275	123-275	124-028
S3	123-180	123-225	124-019
S4	123-085	123-130	123-313

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-030	125-235	124-154
R3	125-152	125-038	124-099
R2	124-275	124-275	124-081
R1	124-160	124-160	124-063	124-119
PP	124-078	124-078	124-078	124-057
S1	123-282	123-282	124-027	123-241
S2	123-200	123-200	124-009
S3	123-002	123-085	123-311
S4	122-125	122-208	123-256

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%	0-084	0.2%	25%	False	False	5,829
10	124-208	123-315	0-212	0.5%	0-085	0.2%	24%	False	False	6,081
20	125-155	123-315	1-160	1.2%	0-112	0.3%	10%	False	False	499,094
40	126-025	123-315	2-030	1.7%	0-081	0.2%	7%	False	False	748,087
60	126-072	123-315	2-078	1.8%	0-071	0.2%	7%	False	False	753,678
80	126-072	123-315	2-078	1.8%	0-066	0.2%	7%	False	False	773,235
100	126-088	123-315	2-092	1.8%	0-065	0.2%	7%	False	False	629,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-184
2.618	125-029
1.618	124-254
1.000	124-195
0.618	124-159
HIGH	124-100
0.618	124-064
0.500	124-052
0.382	124-041
LOW	124-005
0.618	123-266
1.000	123-230
1.618	123-171
2.618	123-076
4.250	122-241

Fisher Pivots for day following 19-Mar-2021
Pivot	1 day	3 day
R1	124-052	124-094
PP	124-050	124-078
S1	124-048	124-061

Download as Excel Spreadsheet

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

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