ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
133-035 |
133-060 |
0-025 |
0.1% |
133-045 |
High |
133-055 |
133-095 |
0-040 |
0.1% |
134-030 |
Low |
132-280 |
133-000 |
0-040 |
0.1% |
132-275 |
Close |
133-025 |
133-025 |
0-000 |
0.0% |
132-290 |
Range |
0-095 |
0-095 |
0-000 |
0.0% |
1-075 |
ATR |
0-198 |
0-191 |
-0-007 |
-3.7% |
0-000 |
Volume |
4,168 |
2,019 |
-2,149 |
-51.6% |
47,383 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-005 |
133-270 |
133-077 |
|
R3 |
133-230 |
133-175 |
133-051 |
|
R2 |
133-135 |
133-135 |
133-042 |
|
R1 |
133-080 |
133-080 |
133-034 |
133-060 |
PP |
133-040 |
133-040 |
133-040 |
133-030 |
S1 |
132-305 |
132-305 |
133-016 |
132-285 |
S2 |
132-265 |
132-265 |
133-008 |
|
S3 |
132-170 |
132-210 |
132-319 |
|
S4 |
132-075 |
132-115 |
132-293 |
|
|
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% |
0-152 |
0.4% |
18% |
False |
False |
6,873 |
10 |
134-240 |
132-275 |
1-285 |
1.4% |
0-183 |
0.4% |
12% |
False |
False |
9,583 |
20 |
136-020 |
132-275 |
3-065 |
2.4% |
0-213 |
0.5% |
7% |
False |
False |
1,114,566 |
40 |
137-205 |
132-275 |
4-250 |
3.6% |
0-164 |
0.4% |
5% |
False |
False |
1,366,716 |
60 |
138-080 |
132-275 |
5-125 |
4.1% |
0-150 |
0.4% |
4% |
False |
False |
1,353,115 |
80 |
138-080 |
132-275 |
5-125 |
4.1% |
0-142 |
0.3% |
4% |
False |
False |
1,319,089 |
100 |
138-300 |
132-275 |
6-025 |
4.6% |
0-146 |
0.3% |
4% |
False |
False |
1,057,029 |
120 |
139-315 |
132-275 |
7-040 |
5.4% |
0-136 |
0.3% |
3% |
False |
False |
880,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-179 |
2.618 |
134-024 |
1.618 |
133-249 |
1.000 |
133-190 |
0.618 |
133-154 |
HIGH |
133-095 |
0.618 |
133-059 |
0.500 |
133-048 |
0.382 |
133-036 |
LOW |
133-000 |
0.618 |
132-261 |
1.000 |
132-225 |
1.618 |
132-166 |
2.618 |
132-071 |
4.250 |
131-236 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
133-048 |
133-075 |
PP |
133-040 |
133-058 |
S1 |
133-032 |
133-042 |
|