ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 31-Mar-2021
Day Change Summary
Previous Current
30-Mar-2021 31-Mar-2021 Change Change % Previous Week
Open 123-218 123-192 -0-025 -0.1% 123-190
High 123-220 123-195 -0-025 -0.1% 124-018
Low 123-115 123-120 0-005 0.0% 123-180
Close 123-180 123-128 -0-052 -0.1% 123-270
Range 0-105 0-075 -0-030 -28.6% 0-158
ATR 0-100 0-098 -0-002 -1.8% 0-000
Volume 1,074,114 1,335,452 261,338 24.3% 4,039,537
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 124-052 124-005 123-169
R3 123-298 123-250 123-148
R2 123-222 123-222 123-141
R1 123-175 123-175 123-134 123-161
PP 123-148 123-148 123-148 123-141
S1 123-100 123-100 123-121 123-086
S2 123-072 123-072 123-114
S3 122-318 123-025 123-107
S4 122-242 122-270 123-086
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
5 124-018 123-115 0-222 0.6% 0-085 0.2% 6% False False 974,259
10 124-018 123-115 0-222 0.6% 0-096 0.2% 6% False False 994,793
20 124-122 123-115 1-008 0.8% 0-101 0.3% 4% False False 1,068,915
40 125-192 123-115 2-078 1.8% 0-097 0.2% 2% False False 938,148
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-194
2.618 124-071
1.618 123-316
1.000 123-270
0.618 123-241
HIGH 123-195
0.618 123-166
0.500 123-158
0.382 123-149
LOW 123-120
0.618 123-074
1.000 123-045
1.618 122-319
2.618 122-244
4.250 122-121
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 123-158 123-208
PP 123-148 123-181
S1 123-138 123-154

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

View Archives - Comment on this page... - Back to Index of Symbols