ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 22-Mar-2021

Day Change Summary
	Previous	Current
	19-Mar-2021	22-Mar-2021	Change	Change %	Previous Week
Open	124-078	124-098	0-020	0.1%	124-055
High	124-100	124-112	0-012	0.0%	124-192
Low	124-005	124-038	0-032	0.1%	123-315
Close	124-045	124-072	0-028	0.1%	124-045
Range	0-095	0-075	-0-020	-21.1%	0-198
ATR	0-101	0-100	-0-002	-1.9%	0-000
Volume	6,456	1,325	-5,131	-79.5%	29,146

Daily Pivots for day following 22-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-299	124-261	124-114
R3	124-224	124-186	124-093
R2	124-149	124-149	124-086
R1	124-111	124-111	124-079	124-092
PP	124-074	124-074	124-074	124-065
S1	124-036	124-036	124-066	124-018
S2	123-319	123-319	124-059
S3	123-244	123-281	124-052
S4	123-169	123-206	124-031

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%	0-090	0.2%	39%	False	False	4,871
10	124-208	123-315	0-212	0.5%	0-084	0.2%	36%	False	False	4,203
20	125-155	123-315	1-160	1.2%	0-112	0.3%	16%	False	False	378,944
40	126-025	123-315	2-030	1.7%	0-082	0.2%	12%	False	False	729,295
60	126-072	123-315	2-078	1.8%	0-071	0.2%	11%	False	False	746,311
80	126-072	123-315	2-078	1.8%	0-067	0.2%	11%	False	False	749,016
100	126-088	123-315	2-092	1.8%	0-066	0.2%	11%	False	False	629,705

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	125-111
2.618	124-309
1.618	124-234
1.000	124-188
0.618	124-159
HIGH	124-112
0.618	124-084
0.500	124-075
0.382	124-066
LOW	124-038
0.618	123-311
1.000	123-282
1.618	123-236
2.618	123-161
4.250	123-039

Fisher Pivots for day following 22-Mar-2021
Pivot	1 day	3 day
R1	124-075	124-066
PP	124-074	124-060
S1	124-073	124-054

Download as Excel Spreadsheet

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

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