ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
136-145 |
135-210 |
-0-255 |
-0.6% |
136-215 |
| High |
136-150 |
135-305 |
-0-165 |
-0.4% |
137-020 |
| Low |
135-205 |
135-150 |
-0-055 |
-0.1% |
136-145 |
| Close |
135-250 |
135-240 |
-0-010 |
0.0% |
136-175 |
| Range |
0-265 |
0-155 |
-0-110 |
-41.5% |
0-195 |
| ATR |
0-126 |
0-128 |
0-002 |
1.6% |
0-000 |
| Volume |
3,257,558 |
3,256,049 |
-1,509 |
0.0% |
7,086,474 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-057 |
136-303 |
136-005 |
|
| R3 |
136-222 |
136-148 |
135-283 |
|
| R2 |
136-067 |
136-067 |
135-268 |
|
| R1 |
135-313 |
135-313 |
135-254 |
136-030 |
| PP |
135-232 |
135-232 |
135-232 |
135-250 |
| S1 |
135-158 |
135-158 |
135-226 |
135-195 |
| S2 |
135-077 |
135-077 |
135-212 |
|
| S3 |
134-242 |
135-003 |
135-197 |
|
| S4 |
134-087 |
134-168 |
135-155 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-165 |
138-045 |
136-282 |
|
| R3 |
137-290 |
137-170 |
136-229 |
|
| R2 |
137-095 |
137-095 |
136-211 |
|
| R1 |
136-295 |
136-295 |
136-193 |
136-258 |
| PP |
136-220 |
136-220 |
136-220 |
136-201 |
| S1 |
136-100 |
136-100 |
136-157 |
136-062 |
| S2 |
136-025 |
136-025 |
136-139 |
|
| S3 |
135-150 |
135-225 |
136-121 |
|
| S4 |
134-275 |
135-030 |
136-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-020 |
135-150 |
1-190 |
1.2% |
0-157 |
0.4% |
18% |
False |
True |
2,204,972 |
| 10 |
137-020 |
135-150 |
1-190 |
1.2% |
0-126 |
0.3% |
18% |
False |
True |
1,873,103 |
| 20 |
137-205 |
135-150 |
2-055 |
1.6% |
0-118 |
0.3% |
13% |
False |
True |
1,706,805 |
| 40 |
138-080 |
135-150 |
2-250 |
2.0% |
0-119 |
0.3% |
10% |
False |
True |
1,521,899 |
| 60 |
138-080 |
135-150 |
2-250 |
2.0% |
0-119 |
0.3% |
10% |
False |
True |
1,438,697 |
| 80 |
138-300 |
135-150 |
3-150 |
2.6% |
0-130 |
0.3% |
8% |
False |
True |
1,083,296 |
| 100 |
139-160 |
135-150 |
4-010 |
3.0% |
0-120 |
0.3% |
7% |
False |
True |
866,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-004 |
|
2.618 |
137-071 |
|
1.618 |
136-236 |
|
1.000 |
136-140 |
|
0.618 |
136-081 |
|
HIGH |
135-305 |
|
0.618 |
135-246 |
|
0.500 |
135-228 |
|
0.382 |
135-209 |
|
LOW |
135-150 |
|
0.618 |
135-054 |
|
1.000 |
134-315 |
|
1.618 |
134-219 |
|
2.618 |
134-064 |
|
4.250 |
133-131 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
135-236 |
136-065 |
| PP |
135-232 |
136-017 |
| S1 |
135-228 |
135-288 |
|