ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 26-Mar-2021

Day Change Summary
	Previous	Current
	25-Mar-2021	26-Mar-2021	Change	Change %	Previous Week
Open	124-140	124-175	0-035	0.1%	124-098
High	124-178	124-175	-0-002	0.0%	124-178
Low	124-122	124-108	-0-015	0.0%	124-038
Close	124-172	124-122	-0-050	-0.1%	124-122
Range	0-055	0-068	0-012	22.7%	0-140
ATR	0-091	0-089	-0-002	-1.8%	0-000
Volume	352	4,532	4,180	1,187.5%	8,817

Daily Pivots for day following 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-018	124-298	124-160
R3	124-270	124-230	124-141
R2	124-202	124-202	124-135
R1	124-162	124-162	124-129	124-149
PP	124-135	124-135	124-135	124-128
S1	124-095	124-095	124-116	124-081
S2	124-068	124-068	124-110
S3	124-000	124-028	124-104
S4	123-252	123-280	124-085

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-212	125-148	124-200
R3	125-072	125-008	124-161
R2	124-252	124-252	124-148
R1	124-188	124-188	124-135	124-220
PP	124-112	124-112	124-112	124-129
S1	124-048	124-048	124-110	124-080
S2	123-292	123-292	124-097
S3	123-152	123-228	124-084
S4	123-012	123-088	124-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-178	124-038	0-140	0.4%	0-063	0.2%	61%	False	False	1,763
10	124-192	123-315	0-198	0.5%	0-074	0.2%	65%	False	False	3,796
20	125-030	123-315	1-035	0.9%	0-085	0.2%	36%	False	False	9,984
40	126-008	123-315	2-012	1.6%	0-083	0.2%	20%	False	False	650,689
60	126-072	123-315	2-078	1.8%	0-073	0.2%	18%	False	False	717,191
80	126-072	123-315	2-078	1.8%	0-068	0.2%	18%	False	False	695,118
100	126-088	123-315	2-092	1.8%	0-066	0.2%	17%	False	False	629,715

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-142
2.618	125-032
1.618	124-284
1.000	124-242
0.618	124-217
HIGH	124-175
0.618	124-149
0.500	124-141
0.382	124-133
LOW	124-108
0.618	124-066
1.000	124-040
1.618	123-318
2.618	123-251
4.250	123-141

Fisher Pivots for day following 26-Mar-2021
Pivot	1 day	3 day
R1	124-141	124-142
PP	124-135	124-136
S1	124-129	124-129

Download as Excel Spreadsheet

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

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