ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 08-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
133-140 |
133-045 |
-0-095 |
-0.2% |
134-085 |
High |
133-200 |
133-080 |
-0-120 |
-0.3% |
134-270 |
Low |
132-280 |
132-290 |
0-010 |
0.0% |
132-280 |
Close |
133-145 |
132-315 |
-0-150 |
-0.4% |
133-145 |
Range |
0-240 |
0-110 |
-0-130 |
-54.2% |
1-310 |
ATR |
0-211 |
0-209 |
-0-003 |
-1.2% |
0-000 |
Volume |
9,767 |
16,804 |
7,037 |
72.0% |
96,738 |
|
Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-025 |
133-280 |
133-056 |
|
R3 |
133-235 |
133-170 |
133-025 |
|
R2 |
133-125 |
133-125 |
133-015 |
|
R1 |
133-060 |
133-060 |
133-005 |
133-038 |
PP |
133-015 |
133-015 |
133-015 |
133-004 |
S1 |
132-270 |
132-270 |
132-305 |
132-248 |
S2 |
132-225 |
132-225 |
132-295 |
|
S3 |
132-115 |
132-160 |
132-285 |
|
S4 |
132-005 |
132-050 |
132-254 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-202 |
138-163 |
134-172 |
|
R3 |
137-212 |
136-173 |
133-318 |
|
R2 |
135-222 |
135-222 |
133-260 |
|
R1 |
134-183 |
134-183 |
133-203 |
134-048 |
PP |
133-232 |
133-232 |
133-232 |
133-164 |
S1 |
132-193 |
132-193 |
133-087 |
132-058 |
S2 |
131-242 |
131-242 |
133-030 |
|
S3 |
129-252 |
130-203 |
132-292 |
|
S4 |
127-262 |
128-213 |
132-118 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-270 |
132-280 |
1-310 |
1.5% |
0-216 |
0.5% |
6% |
False |
False |
15,780 |
10 |
135-230 |
132-280 |
2-270 |
2.1% |
0-267 |
0.6% |
4% |
False |
False |
1,027,628 |
20 |
137-020 |
132-280 |
4-060 |
3.1% |
0-206 |
0.5% |
3% |
False |
False |
1,629,930 |
40 |
137-205 |
132-280 |
4-245 |
3.6% |
0-161 |
0.4% |
2% |
False |
False |
1,640,884 |
60 |
138-080 |
132-280 |
5-120 |
4.0% |
0-145 |
0.3% |
2% |
False |
False |
1,468,467 |
80 |
138-080 |
132-280 |
5-120 |
4.0% |
0-141 |
0.3% |
2% |
False |
False |
1,319,914 |
100 |
139-030 |
132-280 |
6-070 |
4.7% |
0-142 |
0.3% |
2% |
False |
False |
1,056,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-228 |
2.618 |
134-048 |
1.618 |
133-258 |
1.000 |
133-190 |
0.618 |
133-148 |
HIGH |
133-080 |
0.618 |
133-038 |
0.500 |
133-025 |
0.382 |
133-012 |
LOW |
132-290 |
0.618 |
132-222 |
1.000 |
132-180 |
1.618 |
132-112 |
2.618 |
132-002 |
4.250 |
131-142 |
|
|
Fisher Pivots for day following 08-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
133-025 |
133-185 |
PP |
133-015 |
133-122 |
S1 |
133-005 |
133-058 |
|