ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 29-Mar-2021

Day Change Summary
	Previous	Current
	26-Mar-2021	29-Mar-2021	Change	Change %	Previous Week
Open	124-175	124-140	-0-035	-0.1%	124-098
High	124-175	124-145	-0-030	-0.1%	124-178
Low	124-108	124-060	-0-048	-0.1%	124-038
Close	124-122	124-072	-0-050	-0.1%	124-122
Range	0-068	0-085	0-018	25.9%	0-140
ATR	0-089	0-089	0-000	-0.3%	0-000
Volume	4,532	4,560	28	0.6%	8,817

Daily Pivots for day following 29-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-028	124-295	124-119
R3	124-262	124-210	124-096
R2	124-178	124-178	124-088
R1	124-125	124-125	124-080	124-109
PP	124-092	124-092	124-092	124-084
S1	124-040	124-040	124-065	124-024
S2	124-008	124-008	124-057
S3	123-242	123-275	124-049
S4	123-158	123-190	124-026

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	124-060	0-118	0.3%	0-065	0.2%	11%	False	True	2,410
10	124-192	123-315	0-198	0.5%	0-078	0.2%	39%	False	False	3,640
20	125-030	123-315	1-035	0.9%	0-086	0.2%	22%	False	False	8,483
40	126-008	123-315	2-012	1.6%	0-084	0.2%	12%	False	False	617,768
60	126-072	123-315	2-078	1.8%	0-074	0.2%	11%	False	False	710,108
80	126-072	123-315	2-078	1.8%	0-067	0.2%	11%	False	False	679,124
100	126-088	123-315	2-092	1.8%	0-067	0.2%	11%	False	False	629,743

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-186
2.618	125-048
1.618	124-283
1.000	124-230
0.618	124-198
HIGH	124-145
0.618	124-113
0.500	124-102
0.382	124-092
LOW	124-060
0.618	124-007
1.000	123-295
1.618	123-242
2.618	123-157
4.250	123-019

Fisher Pivots for day following 29-Mar-2021
Pivot	1 day	3 day
R1	124-102	124-119
PP	124-092	124-103
S1	124-082	124-088

Download as Excel Spreadsheet

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

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