ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	123-272	123-305	0-032	0.1%	124-080
High	123-318	124-072	0-075	0.2%	124-195
Low	123-232	123-280	0-048	0.1%	123-218
Close	123-300	124-002	0-022	0.1%	123-310
Range	0-085	0-112	0-028	32.4%	0-298
ATR	0-103	0-104	0-001	0.7%	0-000
Volume	1,123,342	1,162,905	39,563	3.5%	6,345,304

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-029	124-288	124-064
R3	124-237	124-176	124-033
R2	124-124	124-124	124-023
R1	124-063	124-063	124-013	124-094
PP	124-012	124-012	124-012	124-027
S1	123-271	123-271	123-312	123-301
S2	123-219	123-219	123-302
S3	123-107	123-158	123-292
S4	122-314	123-046	123-261

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	124-072	123-178	0-215	0.5%	0-102	0.3%	67%	True	False	1,211,544
10	124-195	123-178	1-018	0.9%	0-118	0.3%	43%	False	False	1,323,433
20	125-192	123-178	2-015	1.7%	0-114	0.3%	22%	False	False	1,172,490

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-231
2.618	125-047
1.618	124-255
1.000	124-185
0.618	124-142
HIGH	124-072
0.618	124-030
0.500	124-016
0.382	124-003
LOW	123-280
0.618	123-210
1.000	123-168
1.618	123-098
2.618	122-305
4.250	122-122

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	124-016	123-312
PP	124-012	123-301
S1	124-007	123-290

Download as Excel Spreadsheet

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

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