ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 17-Mar-2021

Day Change Summary
	Previous	Current
	16-Mar-2021	17-Mar-2021	Change	Change %	Previous Week
Open	123-248	123-240	-0-008	0.0%	123-265
High	123-285	124-048	0-082	0.2%	124-072
Low	123-232	123-195	-0-038	-0.1%	123-178
Close	123-258	124-020	0-082	0.2%	123-220
Range	0-052	0-172	0-120	228.6%	0-215
ATR	0-098	0-103	0-005	5.4%	0-000
Volume	759,815	1,512,885	753,070	99.1%	5,711,389

Daily Pivots for day following 17-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-178	125-112	124-115
R3	125-006	124-259	124-067
R2	124-153	124-153	124-052
R1	124-087	124-087	124-036	124-120
PP	123-301	123-301	123-301	123-318
S1	123-234	123-234	124-004	123-268
S2	123-128	123-128	123-308
S3	122-276	123-062	123-293
S4	122-103	122-209	123-245

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%	0-103	0.3%	73%	False	True	1,051,861
10	124-122	123-178	0-265	0.7%	0-106	0.3%	61%	False	False	1,143,037
20	125-058	123-178	1-200	1.3%	0-119	0.3%	31%	False	False	1,363,206
40	125-260	123-178	2-082	1.8%	0-078	0.2%	22%	False	False	690,436

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	126-141
2.618	125-179
1.618	125-007
1.000	124-220
0.618	124-154
HIGH	124-048
0.618	123-302
0.500	123-281
0.382	123-261
LOW	123-195
0.618	123-088
1.000	123-022
1.618	122-236
2.618	122-063
4.250	121-102

Fisher Pivots for day following 17-Mar-2021
Pivot	1 day	3 day
R1	124-000	124-000
PP	123-301	123-301
S1	123-281	123-281

Download as Excel Spreadsheet

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

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