ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 123-215 123-278 0-062 0.2% 123-225
High 123-292 124-000 0-028 0.1% 124-048
Low 123-208 123-258 0-050 0.1% 123-140
Close 123-265 123-295 0-030 0.1% 123-190
Range 0-085 0-062 -0-022 -26.5% 0-228
ATR 0-107 0-104 -0-003 -3.0% 0-000
Volume 727,476 875,283 147,807 20.3% 5,784,312
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-158 124-129 124-009
R3 124-096 124-067 123-312
R2 124-033 124-033 123-306
R1 124-004 124-004 123-301 124-019
PP 123-291 123-291 123-291 123-298
S1 123-262 123-262 123-289 123-276
S2 123-228 123-228 123-284
S3 123-166 123-199 123-278
S4 123-103 123-137 123-261
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
5 124-015 123-140 0-195 0.5% 0-108 0.3% 79% False False 1,015,327
10 124-072 123-140 0-252 0.6% 0-105 0.3% 61% False False 1,033,594
20 124-282 123-140 1-142 1.2% 0-127 0.3% 34% False False 1,262,150
40 125-260 123-140 2-120 1.9% 0-090 0.2% 20% False False 817,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-266
2.618 124-164
1.618 124-101
1.000 124-062
0.618 124-039
HIGH 124-000
0.618 123-296
0.500 123-289
0.382 123-281
LOW 123-258
0.618 123-219
1.000 123-195
1.618 123-156
2.618 123-094
4.250 122-312
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 123-293 123-280
PP 123-291 123-265
S1 123-289 123-250

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

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