ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	124-135	124-185	0-050	0.1%	124-312
High	124-195	124-190	-0-005	0.0%	125-038
Low	124-102	124-055	-0-048	-0.1%	123-178
Close	124-172	124-085	-0-088	-0.2%	123-310
Range	0-092	0-135	0-042	45.9%	1-180
ATR	0-096	0-099	0-003	2.9%	0-000
Volume	954,527	1,132,039	177,512	18.6%	11,135,303

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-195	125-115	124-159
R3	125-060	124-300	124-122
R2	124-245	124-245	124-110
R1	124-165	124-165	124-097	124-138
PP	124-110	124-110	124-110	124-096
S1	124-030	124-030	124-073	124-002
S2	123-295	123-295	124-060
S3	123-160	123-215	124-048
S4	123-025	123-080	124-011

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	124-282	123-178	1-105	1.1%	0-190	0.5%	54%	False	False	1,747,197
10	125-058	123-178	1-200	1.3%	0-132	0.3%	44%	False	False	1,583,374
20	125-192	123-178	2-015	1.6%	0-093	0.2%	35%	False	False	807,380

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	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-124
2.618	125-223
1.618	125-088
1.000	125-005
0.618	124-273
HIGH	124-190
0.618	124-138
0.500	124-122
0.382	124-107
LOW	124-055
0.618	123-292
1.000	123-240
1.618	123-157
2.618	123-022
4.250	122-121

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	124-122	124-125
PP	124-110	124-112
S1	124-098	124-098

Download as Excel Spreadsheet

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

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