ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 25-Mar-2021

Day Change Summary
	Previous	Current
	24-Mar-2021	25-Mar-2021	Change	Change %	Previous Week
Open	123-278	123-300	0-022	0.1%	123-225
High	124-000	124-018	0-018	0.0%	124-048
Low	123-258	123-270	0-012	0.0%	123-140
Close	123-295	124-010	0-035	0.1%	123-190
Range	0-062	0-068	0-005	8.0%	0-228
ATR	0-104	0-101	-0-003	-2.5%	0-000
Volume	875,283	1,010,768	135,485	15.5%	5,784,312

Daily Pivots for day following 25-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-195	124-170	124-047
R3	124-128	124-102	124-029
R2	124-060	124-060	124-022
R1	124-035	124-035	124-016	124-048
PP	123-312	123-312	123-312	123-319
S1	123-288	123-288	124-004	123-300
S2	123-245	123-245	123-318
S3	123-178	123-220	123-311
S4	123-110	123-152	123-293

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	124-018	123-150	0-188	0.5%	0-082	0.2%	96%	True	False	908,841
10	124-048	123-140	0-228	0.6%	0-101	0.3%	84%	False	False	1,018,380
20	124-195	123-140	1-055	0.9%	0-109	0.3%	51%	False	False	1,170,907
40	125-238	123-140	2-098	1.9%	0-091	0.2%	26%	False	False	842,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-304
2.618	124-194
1.618	124-127
1.000	124-085
0.618	124-059
HIGH	124-018
0.618	123-312
0.500	123-304
0.382	123-296
LOW	123-270
0.618	123-228
1.000	123-202
1.618	123-161
2.618	123-093
4.250	122-303

Fisher Pivots for day following 25-Mar-2021
Pivot	1 day	3 day
R1	124-001	123-311
PP	123-312	123-292
S1	123-304	123-272

Download as Excel Spreadsheet

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

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