ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 123-240 123-308 0-068 0.2% 123-265
High 124-048 124-015 -0-032 -0.1% 124-072
Low 123-195 123-140 -0-055 -0.1% 123-178
Close 124-020 123-200 -0-140 -0.4% 123-220
Range 0-172 0-195 0-022 13.0% 0-215
ATR 0-103 0-110 0-007 6.7% 0-000
Volume 1,512,885 1,543,199 30,314 2.0% 5,711,389
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-170 125-060 123-307
R3 124-295 124-185 123-254
R2 124-100 124-100 123-236
R1 123-310 123-310 123-218 123-268
PP 123-225 123-225 123-225 123-204
S1 123-115 123-115 123-182 123-072
S2 123-030 123-030 123-164
S3 122-155 122-240 123-146
S4 121-280 122-045 123-093
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
5 124-048 123-140 0-228 0.6% 0-120 0.3% 26% False True 1,127,920
10 124-072 123-140 0-252 0.6% 0-111 0.3% 24% False True 1,169,732
20 125-048 123-140 1-228 1.4% 0-126 0.3% 11% False True 1,430,526
40 125-260 123-140 2-120 1.9% 0-082 0.2% 8% False True 729,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 126-204
2.618 125-206
1.618 125-011
1.000 124-210
0.618 124-136
HIGH 124-015
0.618 123-261
0.500 123-238
0.382 123-214
LOW 123-140
0.618 123-019
1.000 122-265
1.618 122-144
2.618 121-269
4.250 120-271
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 123-238 123-254
PP 123-225 123-236
S1 123-212 123-218

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

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