ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 17-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
133-060 |
133-005 |
-0-055 |
-0.1% |
133-045 |
High |
133-095 |
133-125 |
0-030 |
0.1% |
134-030 |
Low |
133-000 |
132-205 |
-0-115 |
-0.3% |
132-275 |
Close |
133-025 |
133-075 |
0-050 |
0.1% |
132-290 |
Range |
0-095 |
0-240 |
0-145 |
152.6% |
1-075 |
ATR |
0-191 |
0-194 |
0-004 |
1.9% |
0-000 |
Volume |
2,019 |
5,391 |
3,372 |
167.0% |
47,383 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-108 |
135-012 |
133-207 |
|
R3 |
134-188 |
134-092 |
133-141 |
|
R2 |
133-268 |
133-268 |
133-119 |
|
R1 |
133-172 |
133-172 |
133-097 |
133-220 |
PP |
133-028 |
133-028 |
133-028 |
133-052 |
S1 |
132-252 |
132-252 |
133-053 |
132-300 |
S2 |
132-108 |
132-108 |
133-031 |
|
S3 |
131-188 |
132-012 |
133-009 |
|
S4 |
130-268 |
131-092 |
132-263 |
|
|
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 |
132-205 |
1-145 |
1.1% |
0-171 |
0.4% |
41% |
False |
True |
7,224 |
10 |
134-090 |
132-205 |
1-205 |
1.2% |
0-181 |
0.4% |
36% |
False |
True |
8,789 |
20 |
136-020 |
132-205 |
3-135 |
2.6% |
0-217 |
0.5% |
17% |
False |
True |
952,033 |
40 |
137-205 |
132-205 |
5-000 |
3.8% |
0-168 |
0.4% |
12% |
False |
True |
1,329,419 |
60 |
138-080 |
132-205 |
5-195 |
4.2% |
0-152 |
0.4% |
11% |
False |
True |
1,331,944 |
80 |
138-080 |
132-205 |
5-195 |
4.2% |
0-143 |
0.3% |
11% |
False |
True |
1,317,031 |
100 |
138-300 |
132-205 |
6-095 |
4.7% |
0-148 |
0.3% |
9% |
False |
True |
1,057,043 |
120 |
139-160 |
132-205 |
6-275 |
5.1% |
0-136 |
0.3% |
9% |
False |
True |
880,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-185 |
2.618 |
135-113 |
1.618 |
134-193 |
1.000 |
134-045 |
0.618 |
133-273 |
HIGH |
133-125 |
0.618 |
133-033 |
0.500 |
133-005 |
0.382 |
132-297 |
LOW |
132-205 |
0.618 |
132-057 |
1.000 |
131-285 |
1.618 |
131-137 |
2.618 |
130-217 |
4.250 |
129-145 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
133-052 |
133-052 |
PP |
133-028 |
133-028 |
S1 |
133-005 |
133-005 |
|