ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 123-192 123-272 0-080 0.2% 124-080
High 123-272 123-318 0-045 0.1% 124-195
Low 123-188 123-232 0-045 0.1% 123-218
Close 123-250 123-300 0-050 0.1% 123-310
Range 0-085 0-085 0-000 0.0% 0-298
ATR 0-104 0-103 -0-001 -1.3% 0-000
Volume 1,195,561 1,123,342 -72,219 -6.0% 6,345,304
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-218 124-184 124-027
R3 124-133 124-099 124-003
R2 124-048 124-048 123-316
R1 124-014 124-014 123-308 124-031
PP 123-283 123-283 123-283 123-292
S1 123-249 123-249 123-292 123-266
S2 123-198 123-198 123-284
S3 123-113 123-164 123-277
S4 123-028 123-079 123-253
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 126-280 126-112 124-154
R3 125-302 125-135 124-072
R2 125-005 125-005 124-045
R1 124-158 124-158 124-017 124-092
PP 124-028 124-028 124-028 123-315
S1 123-180 123-180 123-283 123-115
S2 123-050 123-050 123-255
S3 122-072 122-202 123-228
S4 121-095 121-225 123-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-122 123-178 0-265 0.7% 0-108 0.3% 46% False False 1,234,213
10 124-282 123-178 1-105 1.1% 0-149 0.4% 29% False False 1,490,705
20 125-192 123-178 2-015 1.7% 0-111 0.3% 19% False False 1,114,849
Crabel Price Patterns
NR False
NR4 False
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 0-023
Fibonacci Retracements and Extensions
4.250 125-039
2.618 124-220
1.618 124-135
1.000 124-082
0.618 124-050
HIGH 123-318
0.618 123-285
0.500 123-275
0.382 123-265
LOW 123-232
0.618 123-180
1.000 123-148
1.618 123-095
2.618 123-010
4.250 122-191
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 123-292 123-282
PP 123-283 123-265
S1 123-275 123-248

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

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