ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
133-185 |
133-195 |
0-010 |
0.0% |
133-045 |
High |
134-030 |
133-195 |
-0-155 |
-0.4% |
134-030 |
Low |
133-165 |
132-275 |
-0-210 |
-0.5% |
132-275 |
Close |
133-230 |
132-290 |
-0-260 |
-0.6% |
132-290 |
Range |
0-185 |
0-240 |
0-055 |
29.7% |
1-075 |
ATR |
0-201 |
0-206 |
0-005 |
2.7% |
0-000 |
Volume |
14,660 |
9,884 |
-4,776 |
-32.6% |
47,383 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-120 |
134-285 |
133-102 |
|
R3 |
134-200 |
134-045 |
133-036 |
|
R2 |
133-280 |
133-280 |
133-014 |
|
R1 |
133-125 |
133-125 |
132-312 |
133-082 |
PP |
133-040 |
133-040 |
133-040 |
133-019 |
S1 |
132-205 |
132-205 |
132-268 |
132-162 |
S2 |
132-120 |
132-120 |
132-246 |
|
S3 |
131-200 |
131-285 |
132-224 |
|
S4 |
130-280 |
131-045 |
132-158 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-317 |
136-058 |
133-187 |
|
R3 |
135-242 |
134-303 |
133-079 |
|
R2 |
134-167 |
134-167 |
133-042 |
|
R1 |
133-228 |
133-228 |
133-006 |
133-160 |
PP |
133-092 |
133-092 |
133-092 |
133-058 |
S1 |
132-153 |
132-153 |
132-254 |
132-085 |
S2 |
132-017 |
132-017 |
132-218 |
|
S3 |
130-262 |
131-078 |
132-181 |
|
S4 |
129-187 |
130-003 |
132-073 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-030 |
132-275 |
1-075 |
0.9% |
0-171 |
0.4% |
4% |
False |
True |
9,476 |
10 |
134-270 |
132-275 |
1-315 |
1.5% |
0-198 |
0.5% |
2% |
False |
True |
14,412 |
20 |
136-300 |
132-275 |
4-025 |
3.1% |
0-224 |
0.5% |
1% |
False |
True |
1,355,051 |
40 |
137-205 |
132-275 |
4-250 |
3.6% |
0-166 |
0.4% |
1% |
False |
True |
1,443,811 |
60 |
138-080 |
132-275 |
5-125 |
4.1% |
0-151 |
0.4% |
1% |
False |
True |
1,392,925 |
80 |
138-080 |
132-275 |
5-125 |
4.1% |
0-143 |
0.3% |
1% |
False |
True |
1,319,698 |
100 |
138-300 |
132-275 |
6-025 |
4.6% |
0-146 |
0.3% |
1% |
False |
True |
1,056,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-255 |
2.618 |
135-183 |
1.618 |
134-263 |
1.000 |
134-115 |
0.618 |
134-023 |
HIGH |
133-195 |
0.618 |
133-103 |
0.500 |
133-075 |
0.382 |
133-047 |
LOW |
132-275 |
0.618 |
132-127 |
1.000 |
132-035 |
1.618 |
131-207 |
2.618 |
130-287 |
4.250 |
129-215 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
133-075 |
133-152 |
PP |
133-040 |
133-092 |
S1 |
133-005 |
133-031 |
|