ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	124-112	124-152	0-040	0.1%	124-055
High	124-135	124-158	0-022	0.1%	124-192
Low	124-065	124-110	0-045	0.1%	123-315
Close	124-115	124-140	0-025	0.1%	124-045
Range	0-070	0-048	-0-022	-32.1%	0-198
ATR	0-097	0-094	-0-004	-3.7%	0-000
Volume	1,590	1,018	-572	-36.0%	29,146

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-278	124-257	124-166
R3	124-231	124-209	124-153
R2	124-183	124-183	124-149
R1	124-162	124-162	124-144	124-149
PP	124-136	124-136	124-136	124-129
S1	124-114	124-114	124-136	124-101
S2	124-088	124-088	124-131
S3	124-041	124-067	124-127
S4	123-313	124-019	124-114

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	124-158	123-315	0-162	0.4%	0-076	0.2%	89%	True	False	3,535
10	124-208	123-315	0-212	0.5%	0-081	0.2%	68%	False	False	3,793
20	125-080	123-315	1-085	1.0%	0-110	0.3%	36%	False	False	79,843
40	126-025	123-315	2-030	1.7%	0-083	0.2%	22%	False	False	695,175
60	126-072	123-315	2-078	1.8%	0-072	0.2%	20%	False	False	733,284
80	126-072	123-315	2-078	1.8%	0-067	0.2%	20%	False	False	713,052
100	126-088	123-315	2-092	1.8%	0-066	0.2%	20%	False	False	629,720

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	0-018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-039
2.618	124-282
1.618	124-234
1.000	124-205
0.618	124-187
HIGH	124-158
0.618	124-139
0.500	124-134
0.382	124-128
LOW	124-110
0.618	124-081
1.000	124-062
1.618	124-033
2.618	123-306
4.250	123-228

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	124-138	124-126
PP	124-136	124-112
S1	124-134	124-098

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

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