ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	124-282	125-018	0-055	0.1%	125-115
High	125-018	125-038	0-020	0.0%	125-122
Low	124-280	124-240	-0-040	-0.1%	124-278
Close	124-315	124-268	-0-048	-0.1%	124-310
Range	0-058	0-118	0-060	104.3%	0-165
ATR	0-051	0-056	0-005	9.3%	0-000
Volume	2,255,055	2,478,712	223,657	9.9%	1,346,022

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-001	125-252	125-012
R3	125-203	125-134	124-300
R2	125-086	125-086	124-289
R1	125-017	125-017	124-278	124-312
PP	124-288	124-288	124-288	124-276
S1	124-219	124-219	124-257	124-195
S2	124-171	124-171	124-246
S3	124-053	124-102	124-235
S4	123-256	123-304	124-203

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	124-240	0-138	0.3%	0-074	0.2%	20%	False	True	1,419,551
10	125-192	124-240	0-272	0.7%	0-073	0.2%	10%	False	True	738,992
20	125-260	124-240	1-020	0.9%	0-053	0.1%	8%	False	True	372,475

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-217
2.618	126-025
1.618	125-228
1.000	125-155
0.618	125-110
HIGH	125-038
0.618	124-313
0.500	124-299
0.382	124-285
LOW	124-240
0.618	124-167
1.000	124-122
1.618	124-050
2.618	123-252
4.250	123-061

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	124-299	124-299
PP	124-288	124-288
S1	124-278	124-278

Download as Excel Spreadsheet

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

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