ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 123-305 123-302 -0-002 0.0% 123-265
High 124-072 124-000 -0-072 -0.2% 124-072
Low 123-280 123-195 -0-085 -0.2% 123-178
Close 124-002 123-220 -0-102 -0.3% 123-220
Range 0-112 0-125 0-012 11.1% 0-215
ATR 0-104 0-105 0-002 1.6% 0-000
Volume 1,162,905 1,119,084 -43,821 -3.8% 5,711,389
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-300 124-225 123-289
R3 124-175 124-100 123-254
R2 124-050 124-050 123-243
R1 123-295 123-295 123-231 123-270
PP 123-245 123-245 123-245 123-232
S1 123-170 123-170 123-209 123-145
S2 123-120 123-120 123-197
S3 122-315 123-045 123-186
S4 122-190 122-240 123-151
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-268 125-139 124-018
R3 125-053 124-244 123-279
R2 124-158 124-158 123-259
R1 124-029 124-029 123-240 123-306
PP 123-263 123-263 123-263 123-242
S1 123-134 123-134 123-200 123-091
S2 123-048 123-048 123-181
S3 122-153 122-239 123-161
S4 121-258 122-024 123-102
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% 20% False False 1,142,277
10 124-195 123-178 1-018 0.9% 0-109 0.3% 13% False False 1,205,669
20 125-182 123-178 2-005 1.6% 0-119 0.3% 7% False False 1,227,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-211
2.618 125-007
1.618 124-202
1.000 124-125
0.618 124-077
HIGH 124-000
0.618 123-272
0.500 123-258
0.382 123-243
LOW 123-195
0.618 123-118
1.000 123-070
1.618 122-313
2.618 122-188
4.250 121-304
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 123-258 123-294
PP 123-245 123-269
S1 123-232 123-245

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

View Archives - Comment on this page... - Back to Index of Symbols