ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	123-305	123-302	-0-002	0.0%	123-265
High	124-072	124-000	-0-072	-0.2%	124-072
Low	123-280	123-195	-0-085	-0.2%	123-178
Close	124-002	123-220	-0-102	-0.3%	123-220
Range	0-112	0-125	0-012	11.1%	0-215
ATR	0-104	0-105	0-002	1.6%	0-000
Volume	1,162,905	1,119,084	-43,821	-3.8%	5,711,389

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-300	124-225	123-289
R3	124-175	124-100	123-254
R2	124-050	124-050	123-243
R1	123-295	123-295	123-231	123-270
PP	123-245	123-245	123-245	123-232
S1	123-170	123-170	123-209	123-145
S2	123-120	123-120	123-197
S3	122-315	123-045	123-186
S4	122-190	122-240	123-151

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-268	125-139	124-018
R3	125-053	124-244	123-279
R2	124-158	124-158	123-259
R1	124-029	124-029	123-240	123-306
PP	123-263	123-263	123-263	123-242
S1	123-134	123-134	123-200	123-091
S2	123-048	123-048	123-181
S3	122-153	122-239	123-161
S4	121-258	122-024	123-102

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%	20%	False	False	1,142,277
10	124-195	123-178	1-018	0.9%	0-109	0.3%	13%	False	False	1,205,669
20	125-182	123-178	2-005	1.6%	0-119	0.3%	7%	False	False	1,227,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-211
2.618	125-007
1.618	124-202
1.000	124-125
0.618	124-077
HIGH	124-000
0.618	123-272
0.500	123-258
0.382	123-243
LOW	123-195
0.618	123-118
1.000	123-070
1.618	122-313
2.618	122-188
4.250	121-304

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	123-258	123-294
PP	123-245	123-269
S1	123-232	123-245

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols