ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 123-298 123-252 -0-045 -0.1% 123-190
High 124-012 123-300 -0-032 -0.1% 124-018
Low 123-252 123-202 -0-050 -0.1% 123-180
Close 123-270 123-215 -0-055 -0.1% 123-270
Range 0-080 0-098 0-018 21.9% 0-158
ATR 0-100 0-099 0-000 -0.2% 0-000
Volume 759,126 691,837 -67,289 -8.9% 4,039,537
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-212 124-151 123-269
R3 124-114 124-053 123-242
R2 124-017 124-017 123-233
R1 123-276 123-276 123-224 123-258
PP 123-239 123-239 123-239 123-230
S1 123-178 123-178 123-206 123-160
S2 123-142 123-142 123-197
S3 123-044 123-081 123-188
S4 122-267 122-303 123-161
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
5 124-018 123-202 0-135 0.3% 0-078 0.2% 9% False True 812,898
10 124-048 123-140 0-228 0.6% 0-101 0.3% 33% False False 981,106
20 124-195 123-140 1-055 0.9% 0-103 0.3% 20% False False 1,052,765
40 125-238 123-140 2-098 1.9% 0-094 0.2% 10% False False 878,127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-074
2.618 124-235
1.618 124-138
1.000 124-078
0.618 124-040
HIGH 123-300
0.618 123-263
0.500 123-251
0.382 123-240
LOW 123-202
0.618 123-142
1.000 123-105
1.618 123-045
2.618 122-267
4.250 122-108
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 123-251 123-270
PP 123-239 123-252
S1 123-227 123-233

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

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