ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 124-085 124-078 -0-008 0.0% 124-055
High 124-085 124-100 0-015 0.0% 124-192
Low 123-315 124-005 0-010 0.0% 123-315
Close 124-052 124-045 -0-008 0.0% 124-045
Range 0-090 0-095 0-005 5.6% 0-198
ATR 0-102 0-101 0-000 -0.5% 0-000
Volume 7,290 6,456 -834 -11.4% 29,146
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-015 124-285 124-097
R3 124-240 124-190 124-071
R2 124-145 124-145 124-062
R1 124-095 124-095 124-054 124-072
PP 124-050 124-050 124-050 124-039
S1 124-000 124-000 124-036 123-298
S2 123-275 123-275 124-028
S3 123-180 123-225 124-019
S4 123-085 123-130 123-313
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 126-030 125-235 124-154
R3 125-152 125-038 124-099
R2 124-275 124-275 124-081
R1 124-160 124-160 124-063 124-119
PP 124-078 124-078 124-078 124-057
S1 123-282 123-282 124-027 123-241
S2 123-200 123-200 124-009
S3 123-002 123-085 123-311
S4 122-125 122-208 123-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-192 123-315 0-198 0.5% 0-084 0.2% 25% False False 5,829
10 124-208 123-315 0-212 0.5% 0-085 0.2% 24% False False 6,081
20 125-155 123-315 1-160 1.2% 0-112 0.3% 10% False False 499,094
40 126-025 123-315 2-030 1.7% 0-081 0.2% 7% False False 748,087
60 126-072 123-315 2-078 1.8% 0-071 0.2% 7% False False 753,678
80 126-072 123-315 2-078 1.8% 0-066 0.2% 7% False False 773,235
100 126-088 123-315 2-092 1.8% 0-065 0.2% 7% False False 629,698
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-184
2.618 125-029
1.618 124-254
1.000 124-195
0.618 124-159
HIGH 124-100
0.618 124-064
0.500 124-052
0.382 124-041
LOW 124-005
0.618 123-266
1.000 123-230
1.618 123-171
2.618 123-076
4.250 122-241
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 124-052 124-094
PP 124-050 124-078
S1 124-048 124-061

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

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