ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 124-152 124-140 -0-012 0.0% 124-055
High 124-158 124-178 0-020 0.1% 124-192
Low 124-110 124-122 0-012 0.0% 123-315
Close 124-140 124-172 0-032 0.1% 124-045
Range 0-048 0-055 0-008 15.8% 0-198
ATR 0-094 0-091 -0-003 -3.0% 0-000
Volume 1,018 352 -666 -65.4% 29,146
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-002 124-302 124-203
R3 124-268 124-248 124-188
R2 124-212 124-212 124-183
R1 124-192 124-192 124-178 124-202
PP 124-158 124-158 124-158 124-162
S1 124-138 124-138 124-167 124-148
S2 124-102 124-102 124-162
S3 124-048 124-082 124-157
S4 123-312 124-028 124-142
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
5 124-178 124-005 0-172 0.4% 0-068 0.2% 97% True False 2,148
10 124-192 123-315 0-198 0.5% 0-077 0.2% 90% False False 3,508
20 125-030 123-315 1-035 0.9% 0-092 0.2% 50% False False 16,795
40 126-010 123-315 2-015 1.6% 0-083 0.2% 27% False False 676,798
60 126-072 123-315 2-078 1.8% 0-072 0.2% 25% False False 724,846
80 126-072 123-315 2-078 1.8% 0-067 0.2% 25% False False 707,862
100 126-088 123-315 2-092 1.8% 0-066 0.2% 24% False False 629,713
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-091
2.618 125-001
1.618 124-266
1.000 124-232
0.618 124-211
HIGH 124-178
0.618 124-156
0.500 124-150
0.382 124-144
LOW 124-122
0.618 124-089
1.000 124-068
1.618 124-034
2.618 123-299
4.250 123-209
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 124-165 124-155
PP 124-158 124-138
S1 124-150 124-121

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

View Archives - Comment on this page... - Back to Index of Symbols