ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 123-192 123-128 -0-065 -0.2% 123-190
High 123-195 123-210 0-015 0.0% 124-018
Low 123-120 123-118 -0-002 0.0% 123-180
Close 123-128 123-178 0-050 0.1% 123-270
Range 0-075 0-092 0-018 23.3% 0-158
ATR 0-098 0-098 0-000 -0.4% 0-000
Volume 1,335,452 881,428 -454,024 -34.0% 4,039,537
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-126 124-084 123-228
R3 124-033 123-312 123-203
R2 123-261 123-261 123-194
R1 123-219 123-219 123-186 123-240
PP 123-168 123-168 123-168 123-179
S1 123-127 123-127 123-169 123-148
S2 123-076 123-076 123-161
S3 122-303 123-034 123-152
S4 122-211 122-262 123-127
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
5 124-012 123-115 0-218 0.6% 0-090 0.2% 29% False False 948,391
10 124-018 123-115 0-222 0.6% 0-086 0.2% 28% False False 928,616
20 124-072 123-115 0-278 0.7% 0-098 0.2% 23% False False 1,049,174
40 125-192 123-115 2-078 1.8% 0-098 0.2% 9% False False 960,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-283
2.618 124-132
1.618 124-040
1.000 123-302
0.618 123-267
HIGH 123-210
0.618 123-175
0.500 123-164
0.382 123-153
LOW 123-118
0.618 123-060
1.000 123-025
1.618 122-288
2.618 122-195
4.250 122-044
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 123-173 123-174
PP 123-168 123-171
S1 123-164 123-168

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

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