ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 124-098 124-112 0-015 0.0% 124-055
High 124-112 124-135 0-022 0.1% 124-192
Low 124-038 124-065 0-028 0.1% 123-315
Close 124-072 124-115 0-042 0.1% 124-045
Range 0-075 0-070 -0-005 -6.7% 0-198
ATR 0-100 0-097 -0-002 -2.1% 0-000
Volume 1,325 1,590 265 20.0% 29,146
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-315 124-285 124-154
R3 124-245 124-215 124-134
R2 124-175 124-175 124-128
R1 124-145 124-145 124-121 124-160
PP 124-105 124-105 124-105 124-112
S1 124-075 124-075 124-109 124-090
S2 124-035 124-035 124-102
S3 123-285 124-005 124-096
S4 123-215 123-255 124-076
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% 0-097 0.2% 61% False False 5,085
10 124-208 123-315 0-212 0.5% 0-084 0.2% 56% False False 4,058
20 125-155 123-315 1-160 1.2% 0-113 0.3% 25% False False 224,419
40 126-025 123-315 2-030 1.7% 0-082 0.2% 18% False False 711,830
60 126-072 123-315 2-078 1.8% 0-072 0.2% 17% False False 736,512
80 126-072 123-315 2-078 1.8% 0-067 0.2% 17% False False 727,442
100 126-088 123-315 2-092 1.8% 0-066 0.2% 16% False False 629,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-112
2.618 124-318
1.618 124-248
1.000 124-205
0.618 124-178
HIGH 124-135
0.618 124-108
0.500 124-100
0.382 124-092
LOW 124-065
0.618 124-022
1.000 123-315
1.618 123-272
2.618 123-202
4.250 123-088
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 124-110 124-100
PP 124-105 124-085
S1 124-100 124-070

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

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