ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	123-260	124-080	0-140	0.4%	124-312
High	124-118	124-150	0-032	0.1%	125-038
Low	123-222	124-068	0-165	0.4%	123-178
Close	123-310	124-108	0-118	0.3%	123-310
Range	0-215	0-082	-0-132	-61.6%	1-180
ATR	0-092	0-097	0-005	5.3%	0-000
Volume	2,296,725	1,517,071	-779,654	-33.9%	11,135,303

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-036	124-314	124-153
R3	124-273	124-232	124-130
R2	124-191	124-191	124-123
R1	124-149	124-149	124-115	124-170
PP	124-108	124-108	124-108	124-119
S1	124-067	124-067	124-100	124-088
S2	124-026	124-026	124-092
S3	123-263	123-304	124-085
S4	123-181	123-222	124-062

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	128-288	127-319	124-265
R3	127-108	126-139	124-128
R2	125-248	125-248	124-082
R1	124-279	124-279	124-036	124-174
PP	124-068	124-068	124-068	124-016
S1	123-099	123-099	123-264	122-314
S2	122-208	122-208	123-218
S3	121-028	121-239	123-172
S4	119-168	120-059	123-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-038	123-178	1-180	1.3%	0-180	0.5%	50%	False	False	2,276,638
10	125-122	123-178	1-265	1.5%	0-131	0.3%	43%	False	False	1,399,839
20	125-238	123-178	2-060	1.8%	0-085	0.2%	36%	False	False	703,489

Crabel Price Patterns
NR	True
NR4	True
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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-181
2.618	125-046
1.618	124-283
1.000	124-232
0.618	124-201
HIGH	124-150
0.618	124-118
0.500	124-109
0.382	124-099
LOW	124-068
0.618	124-017
1.000	123-305
1.618	123-254
2.618	123-172
4.250	123-037

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	124-109	124-095
PP	124-108	124-082
S1	124-108	124-070

Download as Excel Spreadsheet

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

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