ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	124-000	124-028	0-028	0.1%	124-098
High	124-075	124-075	0-000	0.0%	124-178
Low	123-310	124-028	0-038	0.1%	124-038
Close	124-045	124-035	-0-010	0.0%	124-122
Range	0-085	0-048	-0-038	-44.1%	0-140
ATR	0-089	0-086	-0-003	-3.3%	0-000
Volume	3,080	159	-2,921	-94.8%	8,817

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-188	124-159	124-061
R3	124-141	124-112	124-048
R2	124-093	124-093	124-044
R1	124-064	124-064	124-039	124-079
PP	124-046	124-046	124-046	124-053
S1	124-017	124-017	124-031	124-031
S2	123-318	123-318	124-026
S3	123-271	123-289	124-022
S4	123-223	123-242	124-009

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-212	125-148	124-200
R3	125-072	125-008	124-161
R2	124-252	124-252	124-148
R1	124-188	124-188	124-135	124-220
PP	124-112	124-112	124-112	124-129
S1	124-048	124-048	124-110	124-080
S2	123-292	123-292	124-097
S3	123-152	123-228	124-084
S4	123-012	123-088	124-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-178	123-310	0-188	0.5%	0-068	0.2%	24%	False	False	2,536
10	124-178	123-310	0-188	0.5%	0-072	0.2%	24%	False	False	3,036
20	124-250	123-310	0-260	0.7%	0-081	0.2%	17%	False	False	6,855
40	125-290	123-310	1-300	1.6%	0-086	0.2%	7%	False	False	580,003
60	126-070	123-310	2-080	1.8%	0-075	0.2%	6%	False	False	686,773
80	126-072	123-310	2-082	1.8%	0-068	0.2%	6%	False	False	659,865
100	126-088	123-310	2-098	1.9%	0-066	0.2%	6%	False	False	629,750

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	0-010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-277
2.618	124-199
1.618	124-152
1.000	124-122
0.618	124-104
HIGH	124-075
0.618	124-057
0.500	124-051
0.382	124-046
LOW	124-028
0.618	123-318
1.000	123-300
1.618	123-271
2.618	123-223
4.250	123-146

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	124-051	124-068
PP	124-046	124-057
S1	124-040	124-046

Download as Excel Spreadsheet

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

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