ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 18-Mar-2021

Day Change Summary
	Previous	Current
	17-Mar-2021	18-Mar-2021	Change	Change %	Previous Week
Open	123-240	123-308	0-068	0.2%	123-265
High	124-048	124-015	-0-032	-0.1%	124-072
Low	123-195	123-140	-0-055	-0.1%	123-178
Close	124-020	123-200	-0-140	-0.4%	123-220
Range	0-172	0-195	0-022	13.0%	0-215
ATR	0-103	0-110	0-007	6.7%	0-000
Volume	1,512,885	1,543,199	30,314	2.0%	5,711,389

Daily Pivots for day following 18-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-170	125-060	123-307
R3	124-295	124-185	123-254
R2	124-100	124-100	123-236
R1	123-310	123-310	123-218	123-268
PP	123-225	123-225	123-225	123-204
S1	123-115	123-115	123-182	123-072
S2	123-030	123-030	123-164
S3	122-155	122-240	123-146
S4	121-280	122-045	123-093

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	124-048	123-140	0-228	0.6%	0-120	0.3%	26%	False	True	1,127,920
10	124-072	123-140	0-252	0.6%	0-111	0.3%	24%	False	True	1,169,732
20	125-048	123-140	1-228	1.4%	0-126	0.3%	11%	False	True	1,430,526
40	125-260	123-140	2-120	1.9%	0-082	0.2%	8%	False	True	729,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	126-204
2.618	125-206
1.618	125-011
1.000	124-210
0.618	124-136
HIGH	124-015
0.618	123-261
0.500	123-238
0.382	123-214
LOW	123-140
0.618	123-019
1.000	122-265
1.618	122-144
2.618	121-269
4.250	120-271

Fisher Pivots for day following 18-Mar-2021
Pivot	1 day	3 day
R1	123-238	123-254
PP	123-225	123-236
S1	123-212	123-218

Download as Excel Spreadsheet

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

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