ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 123-225 123-248 0-022 0.1% 123-265
High 123-255 123-285 0-030 0.1% 124-072
Low 123-202 123-232 0-030 0.1% 123-178
Close 123-242 123-258 0-015 0.0% 123-220
Range 0-052 0-052 0-000 0.0% 0-215
ATR 0-102 0-098 -0-004 -3.5% 0-000
Volume 704,619 759,815 55,196 7.8% 5,711,389
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-096 124-069 123-286
R3 124-043 124-017 123-272
R2 123-311 123-311 123-267
R1 123-284 123-284 123-262 123-298
PP 123-258 123-258 123-258 123-265
S1 123-232 123-232 123-253 123-245
S2 123-206 123-206 123-248
S3 123-153 123-179 123-243
S4 123-101 123-127 123-229
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
5 124-072 123-195 0-198 0.5% 0-086 0.2% 32% False False 973,953
10 124-190 123-178 1-012 0.8% 0-102 0.3% 24% False False 1,104,952
20 125-058 123-178 1-200 1.3% 0-114 0.3% 15% False False 1,294,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Fibonacci Retracements and Extensions
4.250 124-188
2.618 124-102
1.618 124-050
1.000 124-018
0.618 123-317
HIGH 123-285
0.618 123-265
0.500 123-259
0.382 123-253
LOW 123-232
0.618 123-200
1.000 123-180
1.618 123-148
2.618 123-095
4.250 123-009
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 123-259 123-258
PP 123-258 123-258
S1 123-258 123-258

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

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