ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 124-185 124-075 -0-110 -0.3% 124-312
High 124-190 124-122 -0-068 -0.2% 125-038
Low 124-055 123-302 -0-072 -0.2% 123-178
Close 124-085 124-002 -0-082 -0.2% 123-310
Range 0-135 0-140 0-005 3.7% 1-180
ATR 0-099 0-102 0-003 3.0% 0-000
Volume 1,132,039 1,276,249 144,210 12.7% 11,135,303
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-136 125-049 124-080
R3 124-316 124-229 124-041
R2 124-176 124-176 124-028
R1 124-089 124-089 124-015 124-062
PP 124-036 124-036 124-036 124-022
S1 123-269 123-269 123-310 123-242
S2 123-216 123-216 123-297
S3 123-076 123-129 123-284
S4 122-256 122-309 123-246
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
5 124-195 123-222 0-292 0.7% 0-133 0.3% 34% False False 1,435,322
10 125-048 123-178 1-190 1.3% 0-141 0.4% 28% False False 1,691,319
20 125-192 123-178 2-015 1.7% 0-098 0.2% 22% False False 870,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-078
2.618 125-169
1.618 125-029
1.000 124-262
0.618 124-209
HIGH 124-122
0.618 124-069
0.500 124-052
0.382 124-036
LOW 123-302
0.618 123-216
1.000 123-162
1.618 123-076
2.618 122-256
4.250 122-028
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 124-052 124-089
PP 124-036 124-060
S1 124-019 124-031

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

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