ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 08-Mar-2021
Day Change Summary
Previous Current
05-Mar-2021 08-Mar-2021 Change Change % Previous Week
Open 123-310 123-265 -0-045 -0.1% 124-080
High 124-028 123-278 -0-070 -0.2% 124-195
Low 123-218 123-178 -0-040 -0.1% 123-218
Close 123-310 123-200 -0-110 -0.3% 123-310
Range 0-130 0-100 -0-030 -23.1% 0-298
ATR 0-104 0-106 0-002 2.0% 0-000
Volume 1,465,418 1,110,497 -354,921 -24.2% 6,345,304
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-198 124-139 123-255
R3 124-098 124-039 123-228
R2 123-318 123-318 123-218
R1 123-259 123-259 123-209 123-239
PP 123-218 123-218 123-218 123-208
S1 123-159 123-159 123-191 123-139
S2 123-118 123-118 123-182
S3 123-018 123-059 123-172
S4 122-238 122-279 123-145
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 126-280 126-112 124-154
R3 125-302 125-135 124-072
R2 125-005 125-005 124-045
R1 124-158 124-158 124-017 124-092
PP 124-028 124-028 124-028 123-315
S1 123-180 123-180 123-283 123-115
S2 123-050 123-050 123-255
S3 122-072 122-202 123-228
S4 121-095 121-225 123-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-195 123-178 1-018 0.9% 0-120 0.3% 7% False True 1,187,746
10 125-038 123-178 1-180 1.3% 0-150 0.4% 5% False True 1,732,192
20 125-192 123-178 2-015 1.7% 0-105 0.3% 3% False True 999,410
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 0-021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-062
2.618 124-219
1.618 124-119
1.000 124-058
0.618 124-019
HIGH 123-278
0.618 123-239
0.500 123-228
0.382 123-216
LOW 123-178
0.618 123-116
1.000 123-078
1.618 123-016
2.618 122-236
4.250 122-072
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 123-228 123-310
PP 123-218 123-273
S1 123-209 123-237

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

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