ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	124-140	124-000	-0-140	-0.4%	124-098
High	124-145	124-075	-0-070	-0.2%	124-178
Low	124-060	123-310	-0-070	-0.2%	124-038
Close	124-072	124-045	-0-028	-0.1%	124-122
Range	0-085	0-085	0-000	0.0%	0-140
ATR	0-089	0-089	0-000	-0.3%	0-000
Volume	4,560	3,080	-1,480	-32.5%	8,817

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-292	124-253	124-092
R3	124-207	124-168	124-068
R2	124-122	124-122	124-061
R1	124-083	124-083	124-053	124-102
PP	124-037	124-037	124-037	124-046
S1	123-318	123-318	124-037	124-018
S2	123-272	123-272	124-029
S3	123-187	123-233	124-022
S4	123-102	123-148	123-318

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	123-310	0-188	0.5%	0-068	0.2%	29%	False	True	2,708
10	124-192	123-310	0-202	0.5%	0-082	0.2%	27%	False	True	3,896
20	124-315	123-310	1-005	0.8%	0-085	0.2%	17%	False	True	7,332
40	125-318	123-310	2-008	1.6%	0-085	0.2%	8%	False	True	599,407
60	126-072	123-310	2-082	1.8%	0-075	0.2%	8%	False	True	699,718
80	126-072	123-310	2-082	1.8%	0-068	0.2%	8%	False	True	668,885
100	126-088	123-310	2-098	1.9%	0-067	0.2%	7%	False	True	629,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-014

Fibonacci Retracements and Extensions
4.250	125-116
2.618	124-298
1.618	124-213
1.000	124-160
0.618	124-128
HIGH	124-075
0.618	124-043
0.500	124-032
0.382	124-022
LOW	123-310
0.618	123-257
1.000	123-225
1.618	123-172
2.618	123-087
4.250	122-269

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	124-041	124-082
PP	124-037	124-070
S1	124-032	124-058

Download as Excel Spreadsheet

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

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