ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 124-078 124-098 0-020 0.1% 124-055
High 124-100 124-112 0-012 0.0% 124-192
Low 124-005 124-038 0-032 0.1% 123-315
Close 124-045 124-072 0-028 0.1% 124-045
Range 0-095 0-075 -0-020 -21.1% 0-198
ATR 0-101 0-100 -0-002 -1.9% 0-000
Volume 6,456 1,325 -5,131 -79.5% 29,146
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-299 124-261 124-114
R3 124-224 124-186 124-093
R2 124-149 124-149 124-086
R1 124-111 124-111 124-079 124-092
PP 124-074 124-074 124-074 124-065
S1 124-036 124-036 124-066 124-018
S2 123-319 123-319 124-059
S3 123-244 123-281 124-052
S4 123-169 123-206 124-031
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% 0-090 0.2% 39% False False 4,871
10 124-208 123-315 0-212 0.5% 0-084 0.2% 36% False False 4,203
20 125-155 123-315 1-160 1.2% 0-112 0.3% 16% False False 378,944
40 126-025 123-315 2-030 1.7% 0-082 0.2% 12% False False 729,295
60 126-072 123-315 2-078 1.8% 0-071 0.2% 11% False False 746,311
80 126-072 123-315 2-078 1.8% 0-067 0.2% 11% False False 749,016
100 126-088 123-315 2-092 1.8% 0-066 0.2% 11% False False 629,705
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 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-111
2.618 124-309
1.618 124-234
1.000 124-188
0.618 124-159
HIGH 124-112
0.618 124-084
0.500 124-075
0.382 124-066
LOW 124-038
0.618 123-311
1.000 123-282
1.618 123-236
2.618 123-161
4.250 123-039
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 124-075 124-066
PP 124-074 124-060
S1 124-073 124-054

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

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