ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 123-190 123-215 0-025 0.1% 123-225
High 123-268 123-292 0-025 0.1% 124-048
Low 123-180 123-208 0-028 0.1% 123-140
Close 123-220 123-265 0-045 0.1% 123-190
Range 0-088 0-085 -0-002 -2.9% 0-228
ATR 0-109 0-107 -0-002 -1.5% 0-000
Volume 666,884 727,476 60,592 9.1% 5,784,312
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-190 124-152 123-312
R3 124-105 124-068 123-288
R2 124-020 124-020 123-281
R1 123-302 123-302 123-273 124-001
PP 123-255 123-255 123-255 123-264
S1 123-218 123-218 123-257 123-236
S2 123-170 123-170 123-249
S3 123-085 123-132 123-242
S4 123-000 123-048 123-218
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-275 125-140 123-315
R3 125-048 124-232 123-253
R2 124-140 124-140 123-232
R1 124-005 124-005 123-211 123-279
PP 123-232 123-232 123-232 123-209
S1 123-098 123-098 123-169 123-051
S2 123-005 123-005 123-148
S3 122-098 122-190 123-127
S4 121-190 121-282 123-065
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% 0-130 0.3% 55% False False 1,142,847
10 124-072 123-140 0-252 0.6% 0-108 0.3% 50% False False 1,058,400
20 125-038 123-140 1-218 1.4% 0-130 0.3% 23% False False 1,342,321
40 125-260 123-140 2-120 1.9% 0-089 0.2% 16% False False 795,456
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-014
2.618 124-195
1.618 124-110
1.000 124-058
0.618 124-025
HIGH 123-292
0.618 123-260
0.500 123-250
0.382 123-240
LOW 123-208
0.618 123-155
1.000 123-122
1.618 123-070
2.618 122-305
4.250 122-166
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 123-260 123-250
PP 123-255 123-236
S1 123-250 123-221

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

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