ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 123-278 123-300 0-022 0.1% 123-225
High 124-000 124-018 0-018 0.0% 124-048
Low 123-258 123-270 0-012 0.0% 123-140
Close 123-295 124-010 0-035 0.1% 123-190
Range 0-062 0-068 0-005 8.0% 0-228
ATR 0-104 0-101 -0-003 -2.5% 0-000
Volume 875,283 1,010,768 135,485 15.5% 5,784,312
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-195 124-170 124-047
R3 124-128 124-102 124-029
R2 124-060 124-060 124-022
R1 124-035 124-035 124-016 124-048
PP 123-312 123-312 123-312 123-319
S1 123-288 123-288 124-004 123-300
S2 123-245 123-245 123-318
S3 123-178 123-220 123-311
S4 123-110 123-152 123-293
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
5 124-018 123-150 0-188 0.5% 0-082 0.2% 96% True False 908,841
10 124-048 123-140 0-228 0.6% 0-101 0.3% 84% False False 1,018,380
20 124-195 123-140 1-055 0.9% 0-109 0.3% 51% False False 1,170,907
40 125-238 123-140 2-098 1.9% 0-091 0.2% 26% False False 842,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-304
2.618 124-194
1.618 124-127
1.000 124-085
0.618 124-059
HIGH 124-018
0.618 123-312
0.500 123-304
0.382 123-296
LOW 123-270
0.618 123-228
1.000 123-202
1.618 123-161
2.618 123-093
4.250 122-303
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 124-001 123-311
PP 123-312 123-292
S1 123-304 123-272

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

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