ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	132-200	133-050	0-170	0.4%	134-100
High	133-105	133-165	0-060	0.1%	134-200
Low	132-080	133-000	0-240	0.6%	131-310
Close	132-230	133-060	0-150	0.4%	132-230
Range	1-025	0-165	-0-180	-52.2%	2-210
ATR	0-194	0-199	0-004	2.2%	0-000
Volume	3,692,167	2,245,879	-1,446,288	-39.2%	14,899,161

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-250	134-160	133-151
R3	134-085	133-315	133-105
R2	133-240	133-240	133-090
R1	133-150	133-150	133-075	133-195
PP	133-075	133-075	133-075	133-098
S1	132-305	132-305	133-045	133-030
S2	132-230	132-230	133-030
S3	132-065	132-140	133-015
S4	131-220	131-295	132-289

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	141-023	139-177	134-058
R3	138-133	136-287	133-144
R2	135-243	135-243	133-066
R1	134-077	134-077	132-308	133-215
PP	133-033	133-033	133-033	132-262
S1	131-187	131-187	132-152	131-005
S2	130-143	130-143	132-074
S3	127-253	128-297	131-316
S4	125-043	126-087	131-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-200	131-310	2-210	2.0%	1-005	0.8%	46%	False	False	3,140,156
10	135-130	131-310	3-140	2.6%	0-256	0.6%	35%	False	False	1,840,664
20	136-085	131-310	4-095	3.2%	0-176	0.4%	28%	False	False	929,500
40	137-085	131-310	5-095	4.0%	0-151	0.4%	23%	False	False	468,136

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-046
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-226
2.618	134-277
1.618	134-112
1.000	134-010
0.618	133-267
HIGH	133-165
0.618	133-102
0.500	133-082
0.382	133-063
LOW	133-000
0.618	132-218
1.000	132-155
1.618	132-053
2.618	131-208
4.250	130-259

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	133-082	133-049
PP	133-075	133-038
S1	133-068	133-028

Download as Excel Spreadsheet

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

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