ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 123-272 123-305 0-032 0.1% 124-080
High 123-318 124-072 0-075 0.2% 124-195
Low 123-232 123-280 0-048 0.1% 123-218
Close 123-300 124-002 0-022 0.1% 123-310
Range 0-085 0-112 0-028 32.4% 0-298
ATR 0-103 0-104 0-001 0.7% 0-000
Volume 1,123,342 1,162,905 39,563 3.5% 6,345,304
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-029 124-288 124-064
R3 124-237 124-176 124-033
R2 124-124 124-124 124-023
R1 124-063 124-063 124-013 124-094
PP 124-012 124-012 124-012 124-027
S1 123-271 123-271 123-312 123-301
S2 123-219 123-219 123-302
S3 123-107 123-158 123-292
S4 122-314 123-046 123-261
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
5 124-072 123-178 0-215 0.5% 0-102 0.3% 67% True False 1,211,544
10 124-195 123-178 1-018 0.9% 0-118 0.3% 43% False False 1,323,433
20 125-192 123-178 2-015 1.7% 0-114 0.3% 22% False False 1,172,490
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 0-026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-231
2.618 125-047
1.618 124-255
1.000 124-185
0.618 124-142
HIGH 124-072
0.618 124-030
0.500 124-016
0.382 124-003
LOW 123-280
0.618 123-210
1.000 123-168
1.618 123-098
2.618 122-305
4.250 122-122
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 124-016 123-312
PP 124-012 123-301
S1 124-007 123-290

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

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