ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 133-225 134-085 0-180 0.4% 135-135
High 134-125 134-185 0-060 0.1% 135-230
Low 133-105 134-030 0-245 0.6% 133-025
Close 133-255 134-090 0-155 0.4% 133-255
Range 1-020 0-155 -0-185 -54.4% 2-205
ATR 0-196 0-200 0-004 2.0% 0-000
Volume 190,738 34,642 -156,096 -81.8% 13,913,883
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 135-247 135-163 134-175
R3 135-092 135-008 134-133
R2 134-257 134-257 134-118
R1 134-173 134-173 134-104 134-215
PP 134-102 134-102 134-102 134-122
S1 134-018 134-018 134-076 134-060
S2 133-267 133-267 134-062
S3 133-112 133-183 134-047
S4 132-277 133-028 134-005
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 142-038 140-192 135-080
R3 139-153 137-307 134-167
R2 136-268 136-268 134-090
R1 135-102 135-102 134-012 134-242
PP 134-063 134-063 134-063 133-294
S1 132-217 132-217 133-178 132-038
S2 131-178 131-178 133-100
S3 128-293 130-012 133-023
S4 126-088 127-127 132-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-230 133-025 2-205 2.0% 0-318 0.7% 46% False False 2,039,477
10 136-150 133-025 3-125 2.5% 0-251 0.6% 35% False False 2,543,322
20 137-095 133-025 4-070 3.1% 0-177 0.4% 29% False False 2,003,254
40 138-055 133-025 5-030 3.8% 0-152 0.4% 24% False False 1,836,059
60 138-080 133-025 5-055 3.9% 0-139 0.3% 23% False False 1,572,270
80 138-300 133-025 5-275 4.4% 0-144 0.3% 21% False False 1,319,459
100 139-030 133-025 6-005 4.5% 0-136 0.3% 20% False False 1,055,935
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-204
2.618 135-271
1.618 135-116
1.000 135-020
0.618 134-281
HIGH 134-185
0.618 134-126
0.500 134-108
0.382 134-089
LOW 134-030
0.618 133-254
1.000 133-195
1.618 133-099
2.618 132-264
4.250 132-011
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 134-108 134-079
PP 134-102 134-068
S1 134-096 134-058

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

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