ECBOT 5 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 123-260 124-080 0-140 0.4% 124-312
High 124-118 124-150 0-032 0.1% 125-038
Low 123-222 124-068 0-165 0.4% 123-178
Close 123-310 124-108 0-118 0.3% 123-310
Range 0-215 0-082 -0-132 -61.6% 1-180
ATR 0-092 0-097 0-005 5.3% 0-000
Volume 2,296,725 1,517,071 -779,654 -33.9% 11,135,303
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-036 124-314 124-153
R3 124-273 124-232 124-130
R2 124-191 124-191 124-123
R1 124-149 124-149 124-115 124-170
PP 124-108 124-108 124-108 124-119
S1 124-067 124-067 124-100 124-088
S2 124-026 124-026 124-092
S3 123-263 123-304 124-085
S4 123-181 123-222 124-062
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% 0-180 0.5% 50% False False 2,276,638
10 125-122 123-178 1-265 1.5% 0-131 0.3% 43% False False 1,399,839
20 125-238 123-178 2-060 1.8% 0-085 0.2% 36% False False 703,489
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
4.250 125-181
2.618 125-046
1.618 124-283
1.000 124-232
0.618 124-201
HIGH 124-150
0.618 124-118
0.500 124-109
0.382 124-099
LOW 124-068
0.618 124-017
1.000 123-305
1.618 123-254
2.618 123-172
4.250 123-037
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 124-109 124-095
PP 124-108 124-082
S1 124-108 124-070

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

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