ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 123-300 123-298 -0-002 0.0% 123-190
High 124-018 124-012 -0-005 0.0% 124-018
Low 123-270 123-252 -0-018 0.0% 123-180
Close 124-010 123-270 -0-060 -0.2% 123-270
Range 0-068 0-080 0-012 18.5% 0-158
ATR 0-101 0-100 -0-002 -1.5% 0-000
Volume 1,010,768 759,126 -251,642 -24.9% 4,039,537
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-205 124-158 123-314
R3 124-125 124-078 123-292
R2 124-045 124-045 123-285
R1 123-318 123-318 123-277 123-301
PP 123-285 123-285 123-285 123-277
S1 123-238 123-238 123-263 123-221
S2 123-205 123-205 123-255
S3 123-125 123-158 123-248
S4 123-045 123-078 123-226
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 125-095 125-020 124-037
R3 124-258 124-182 123-313
R2 124-100 124-100 123-299
R1 124-025 124-025 123-284 124-062
PP 123-262 123-262 123-262 123-281
S1 123-188 123-188 123-256 123-225
S2 123-105 123-105 123-241
S3 122-268 123-030 123-227
S4 122-110 122-192 123-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-018 123-180 0-158 0.4% 0-076 0.2% 57% False False 807,907
10 124-048 123-140 0-228 0.6% 0-096 0.2% 57% False False 982,384
20 124-195 123-140 1-055 0.9% 0-102 0.3% 35% False False 1,094,027
40 125-238 123-140 2-098 1.9% 0-093 0.2% 18% False False 861,270
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-032
2.618 124-222
1.618 124-142
1.000 124-092
0.618 124-062
HIGH 124-012
0.618 123-302
0.500 123-292
0.382 123-283
LOW 123-252
0.618 123-203
1.000 123-172
1.618 123-123
2.618 123-043
4.250 122-232
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 123-292 123-295
PP 123-285 123-287
S1 123-278 123-278

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

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