ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 123-202 123-190 -0-012 0.0% 123-225
High 123-258 123-268 0-010 0.0% 124-048
Low 123-150 123-180 0-030 0.1% 123-140
Close 123-190 123-220 0-030 0.1% 123-190
Range 0-108 0-088 -0-020 -18.6% 0-228
ATR 0-110 0-109 -0-002 -1.5% 0-000
Volume 1,263,794 666,884 -596,910 -47.2% 5,784,312
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-165 124-120 123-268
R3 124-078 124-032 123-244
R2 123-310 123-310 123-236
R1 123-265 123-265 123-228 123-288
PP 123-222 123-222 123-222 123-234
S1 123-178 123-178 123-212 123-200
S2 123-135 123-135 123-204
S3 123-048 123-090 123-196
S4 122-280 123-002 123-172
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-275 125-140 123-315
R3 125-048 124-232 123-253
R2 124-140 124-140 123-232
R1 124-005 124-005 123-211 123-279
PP 123-232 123-232 123-232 123-209
S1 123-098 123-098 123-169 123-051
S2 123-005 123-005 123-148
S3 122-098 122-190 123-127
S4 121-190 121-282 123-065
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% 0-123 0.3% 35% False False 1,149,315
10 124-072 123-140 0-252 0.6% 0-108 0.3% 32% False False 1,105,208
20 125-038 123-140 1-218 1.4% 0-128 0.3% 15% False False 1,418,700
40 125-260 123-140 2-120 1.9% 0-087 0.2% 11% False False 777,269
Crabel Price Patterns
NR True
NR4 True
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 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-319
2.618 124-177
1.618 124-089
1.000 124-035
0.618 124-002
HIGH 123-268
0.618 123-234
0.500 123-224
0.382 123-213
LOW 123-180
0.618 123-126
1.000 123-092
1.618 123-038
2.618 122-271
4.250 122-128
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 123-224 123-238
PP 123-222 123-232
S1 123-221 123-226

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

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