ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 02-Mar-2021

Day Change Summary
	Previous	Current
	01-Mar-2021	02-Mar-2021	Change	Change %	Previous Week
Open	124-080	124-135	0-055	0.1%	124-312
High	124-150	124-195	0-045	0.1%	125-038
Low	124-068	124-102	0-035	0.1%	123-178
Close	124-108	124-172	0-065	0.2%	123-310
Range	0-082	0-092	0-010	12.1%	1-180
ATR	0-097	0-096	0-000	-0.3%	0-000
Volume	1,517,071	954,527	-562,544	-37.1%	11,135,303

Daily Pivots for day following 02-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-114	125-076	124-223
R3	125-022	124-303	124-198
R2	124-249	124-249	124-189
R1	124-211	124-211	124-181	124-230
PP	124-157	124-157	124-157	124-166
S1	124-118	124-118	124-164	124-138
S2	124-064	124-064	124-156
S3	123-292	124-026	124-147
S4	123-199	123-253	124-122

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%	0-186	0.5%	63%	False	False	2,016,532
10	125-058	123-178	1-200	1.3%	0-127	0.3%	61%	False	False	1,483,579
20	125-225	123-178	2-048	1.7%	0-088	0.2%	46%	False	False	751,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-268
2.618	125-117
1.618	125-025
1.000	124-288
0.618	124-252
HIGH	124-195
0.618	124-160
0.500	124-149
0.382	124-138
LOW	124-102
0.618	124-045
1.000	124-010
1.618	123-273
2.618	123-180
4.250	123-029

Fisher Pivots for day following 02-Mar-2021
Pivot	1 day	3 day
R1	124-165	124-131
PP	124-157	124-090
S1	124-149	124-049

Download as Excel Spreadsheet

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

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