ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 124-312 124-282 -0-030 -0.1% 125-115
High 125-002 125-018 0-015 0.0% 125-122
Low 124-252 124-280 0-028 0.1% 124-278
Close 124-288 124-315 0-028 0.1% 124-310
Range 0-070 0-058 -0-012 -17.9% 0-165
ATR 0-051 0-051 0-000 1.0% 0-000
Volume 1,269,184 2,255,055 985,871 77.7% 1,346,022
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 125-163 125-137 125-027
R3 125-106 125-079 125-011
R2 125-048 125-048 125-006
R1 125-022 125-022 125-000 125-035
PP 124-311 124-311 124-311 124-318
S1 124-284 124-284 124-310 124-298
S2 124-253 124-253 124-304
S3 124-196 124-227 124-299
S4 124-138 124-169 124-283
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 126-198 126-099 125-081
R3 126-033 125-254 125-035
R2 125-188 125-188 125-020
R1 125-089 125-089 125-005 125-056
PP 125-023 125-023 125-023 125-007
S1 124-244 124-244 124-295 124-211
S2 124-178 124-178 124-280
S3 124-013 124-079 124-265
S4 123-168 123-234 124-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-058 124-252 0-125 0.3% 0-068 0.2% 50% False False 950,626
10 125-192 124-252 0-260 0.7% 0-063 0.2% 24% False False 491,518
20 125-260 124-252 1-008 0.8% 0-048 0.1% 19% False False 248,590
Crabel Price Patterns
NR True
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 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-262
2.618 125-168
1.618 125-111
1.000 125-075
0.618 125-053
HIGH 125-018
0.618 124-316
0.500 124-309
0.382 124-302
LOW 124-280
0.618 124-244
1.000 124-222
1.618 124-187
2.618 124-129
4.250 124-036
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 124-313 124-313
PP 124-311 124-312
S1 124-309 124-310

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

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