ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 123-302 123-225 -0-078 -0.2% 123-265
High 124-000 123-255 -0-065 -0.2% 124-072
Low 123-195 123-202 0-008 0.0% 123-178
Close 123-220 123-242 0-022 0.1% 123-220
Range 0-125 0-052 -0-072 -58.0% 0-215
ATR 0-105 0-102 -0-004 -3.6% 0-000
Volume 1,119,084 704,619 -414,465 -37.0% 5,711,389
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-071 124-049 123-271
R3 124-018 123-317 123-257
R2 123-286 123-286 123-252
R1 123-264 123-264 123-247 123-275
PP 123-233 123-233 123-233 123-239
S1 123-212 123-212 123-238 123-222
S2 123-181 123-181 123-233
S3 123-128 123-159 123-228
S4 123-076 123-107 123-214
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
5 124-072 123-188 0-205 0.5% 0-092 0.2% 27% False False 1,061,102
10 124-195 123-178 1-018 0.9% 0-106 0.3% 19% False False 1,124,424
20 125-122 123-178 1-265 1.5% 0-118 0.3% 11% False False 1,262,131
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 124-158
2.618 124-072
1.618 124-020
1.000 123-308
0.618 123-287
HIGH 123-255
0.618 123-235
0.500 123-229
0.382 123-223
LOW 123-202
0.618 123-170
1.000 123-150
1.618 123-118
2.618 123-065
4.250 122-299
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 123-238 123-294
PP 123-233 123-277
S1 123-229 123-260

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

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