ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 123-248 123-240 -0-008 0.0% 123-265
High 123-285 124-048 0-082 0.2% 124-072
Low 123-232 123-195 -0-038 -0.1% 123-178
Close 123-258 124-020 0-082 0.2% 123-220
Range 0-052 0-172 0-120 228.6% 0-215
ATR 0-098 0-103 0-005 5.4% 0-000
Volume 759,815 1,512,885 753,070 99.1% 5,711,389
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-178 125-112 124-115
R3 125-006 124-259 124-067
R2 124-153 124-153 124-052
R1 124-087 124-087 124-036 124-120
PP 123-301 123-301 123-301 123-318
S1 123-234 123-234 124-004 123-268
S2 123-128 123-128 123-308
S3 122-276 123-062 123-293
S4 122-103 122-209 123-245
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
5 124-072 123-195 0-198 0.5% 0-103 0.3% 73% False True 1,051,861
10 124-122 123-178 0-265 0.7% 0-106 0.3% 61% False False 1,143,037
20 125-058 123-178 1-200 1.3% 0-119 0.3% 31% False False 1,363,206
40 125-260 123-178 2-082 1.8% 0-078 0.2% 22% False False 690,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 126-141
2.618 125-179
1.618 125-007
1.000 124-220
0.618 124-154
HIGH 124-048
0.618 123-302
0.500 123-281
0.382 123-261
LOW 123-195
0.618 123-088
1.000 123-022
1.618 122-236
2.618 122-063
4.250 121-102
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 124-000 124-000
PP 123-301 123-301
S1 123-281 123-281

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

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