ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 124-280 123-260 -1-020 -0.9% 124-312
High 124-282 124-118 -0-165 -0.4% 125-038
Low 123-178 123-222 0-045 0.1% 123-178
Close 123-295 123-310 0-015 0.0% 123-310
Range 1-105 0-215 -0-210 -49.4% 1-180
ATR 0-082 0-092 0-009 11.6% 0-000
Volume 2,835,627 2,296,725 -538,902 -19.0% 11,135,303
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 126-008 125-214 124-108
R3 125-113 124-319 124-049
R2 124-218 124-218 124-029
R1 124-104 124-104 124-010 124-161
PP 124-003 124-003 124-003 124-032
S1 123-209 123-209 123-290 123-266
S2 123-108 123-108 123-271
S3 122-213 122-314 123-251
S4 121-318 122-099 123-192
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 128-288 127-319 124-265
R3 127-108 126-139 124-128
R2 125-248 125-248 124-082
R1 124-279 124-279 124-036 124-174
PP 124-068 124-068 124-068 124-016
S1 123-099 123-099 123-264 122-314
S2 122-208 122-208 123-218
S3 121-028 121-239 123-172
S4 119-168 120-059 123-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-038 123-178 1-180 1.3% 0-177 0.4% 27% False False 2,227,060
10 125-182 123-178 2-005 1.6% 0-128 0.3% 21% False False 1,249,951
20 125-238 123-178 2-060 1.8% 0-083 0.2% 19% False False 628,513
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-071
2.618 126-040
1.618 125-145
1.000 125-012
0.618 124-250
HIGH 124-118
0.618 124-035
0.500 124-010
0.382 123-305
LOW 123-222
0.618 123-090
1.000 123-008
1.618 122-195
2.618 121-300
4.250 120-269
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 124-010 124-108
PP 124-003 124-068
S1 123-317 124-029

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

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