ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 123-252 123-218 -0-035 -0.1% 123-190
High 123-300 123-220 -0-080 -0.2% 124-018
Low 123-202 123-115 -0-088 -0.2% 123-180
Close 123-215 123-180 -0-035 -0.1% 123-270
Range 0-098 0-105 0-008 7.7% 0-158
ATR 0-099 0-100 0-000 0.4% 0-000
Volume 691,837 1,074,114 382,277 55.3% 4,039,537
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-167 124-118 123-238
R3 124-062 124-013 123-209
R2 123-277 123-277 123-199
R1 123-228 123-228 123-190 123-200
PP 123-172 123-172 123-172 123-158
S1 123-123 123-123 123-170 123-095
S2 123-067 123-067 123-161
S3 122-282 123-018 123-151
S4 122-177 122-233 123-122
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-095 125-020 124-037
R3 124-258 124-182 123-313
R2 124-100 124-100 123-299
R1 124-025 124-025 123-284 124-062
PP 123-262 123-262 123-262 123-281
S1 123-188 123-188 123-256 123-225
S2 123-105 123-105 123-241
S3 122-268 123-030 123-227
S4 122-110 122-192 123-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-018 123-115 0-222 0.6% 0-082 0.2% 29% False True 882,225
10 124-048 123-115 0-252 0.6% 0-106 0.3% 26% False True 1,012,536
20 124-190 123-115 1-075 1.0% 0-104 0.3% 16% False True 1,058,744
40 125-225 123-115 2-110 1.9% 0-096 0.2% 9% False True 904,951
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 0-028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-026
2.618 124-175
1.618 124-070
1.000 124-005
0.618 123-285
HIGH 123-220
0.618 123-180
0.500 123-168
0.382 123-155
LOW 123-115
0.618 123-050
1.000 123-010
1.618 122-265
2.618 122-160
4.250 121-309
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 123-176 123-224
PP 123-172 123-209
S1 123-168 123-195

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

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