ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
135-265 |
135-135 |
-0-130 |
-0.3% |
136-145 |
| High |
135-285 |
135-190 |
-0-095 |
-0.2% |
136-150 |
| Low |
135-105 |
135-010 |
-0-095 |
-0.2% |
135-105 |
| Close |
135-145 |
135-105 |
-0-040 |
-0.1% |
135-145 |
| Range |
0-180 |
0-180 |
0-000 |
0.0% |
1-045 |
| ATR |
0-133 |
0-136 |
0-003 |
2.5% |
0-000 |
| Volume |
2,898,170 |
3,751,139 |
852,969 |
29.4% |
11,484,703 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-002 |
136-233 |
135-204 |
|
| R3 |
136-142 |
136-053 |
135-154 |
|
| R2 |
135-282 |
135-282 |
135-138 |
|
| R1 |
135-193 |
135-193 |
135-122 |
135-148 |
| PP |
135-102 |
135-102 |
135-102 |
135-079 |
| S1 |
135-013 |
135-013 |
135-088 |
134-288 |
| S2 |
134-242 |
134-242 |
135-072 |
|
| S3 |
134-062 |
134-153 |
135-056 |
|
| S4 |
133-202 |
133-293 |
135-006 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-055 |
138-145 |
136-026 |
|
| R3 |
138-010 |
137-100 |
135-245 |
|
| R2 |
136-285 |
136-285 |
135-212 |
|
| R1 |
136-055 |
136-055 |
135-178 |
135-308 |
| PP |
135-240 |
135-240 |
135-240 |
135-206 |
| S1 |
135-010 |
135-010 |
135-112 |
134-262 |
| S2 |
134-195 |
134-195 |
135-078 |
|
| S3 |
133-150 |
133-285 |
135-045 |
|
| S4 |
132-105 |
132-240 |
134-264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-150 |
135-010 |
1-140 |
1.1% |
0-184 |
0.4% |
21% |
False |
True |
3,047,168 |
| 10 |
137-020 |
135-010 |
2-010 |
1.5% |
0-146 |
0.3% |
15% |
False |
True |
2,232,231 |
| 20 |
137-205 |
135-010 |
2-195 |
1.9% |
0-129 |
0.3% |
11% |
False |
True |
1,947,707 |
| 40 |
138-055 |
135-010 |
3-045 |
2.3% |
0-124 |
0.3% |
9% |
False |
True |
1,668,068 |
| 60 |
138-080 |
135-010 |
3-070 |
2.4% |
0-123 |
0.3% |
9% |
False |
True |
1,542,720 |
| 80 |
138-300 |
135-010 |
3-290 |
2.9% |
0-132 |
0.3% |
8% |
False |
True |
1,192,199 |
| 100 |
139-160 |
135-010 |
4-150 |
3.3% |
0-125 |
0.3% |
7% |
False |
True |
953,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-315 |
|
2.618 |
137-021 |
|
1.618 |
136-161 |
|
1.000 |
136-050 |
|
0.618 |
135-301 |
|
HIGH |
135-190 |
|
0.618 |
135-121 |
|
0.500 |
135-100 |
|
0.382 |
135-079 |
|
LOW |
135-010 |
|
0.618 |
134-219 |
|
1.000 |
134-150 |
|
1.618 |
134-039 |
|
2.618 |
133-179 |
|
4.250 |
132-205 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
135-103 |
135-175 |
| PP |
135-102 |
135-152 |
| S1 |
135-100 |
135-128 |
|