ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 19-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
133-045 |
132-170 |
-0-195 |
-0.5% |
133-035 |
High |
133-070 |
132-255 |
-0-135 |
-0.3% |
133-125 |
Low |
132-060 |
132-070 |
0-010 |
0.0% |
132-060 |
Close |
132-140 |
132-115 |
-0-025 |
-0.1% |
132-115 |
Range |
1-010 |
0-185 |
-0-145 |
-43.9% |
1-065 |
ATR |
0-204 |
0-203 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,718 |
10,739 |
9,021 |
525.1% |
24,035 |
|
Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-062 |
133-273 |
132-217 |
|
R3 |
133-197 |
133-088 |
132-166 |
|
R2 |
133-012 |
133-012 |
132-149 |
|
R1 |
132-223 |
132-223 |
132-132 |
132-185 |
PP |
132-147 |
132-147 |
132-147 |
132-128 |
S1 |
132-038 |
132-038 |
132-098 |
132-000 |
S2 |
131-282 |
131-282 |
132-081 |
|
S3 |
131-097 |
131-173 |
132-064 |
|
S4 |
130-232 |
130-308 |
132-013 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-082 |
135-163 |
133-007 |
|
R3 |
135-017 |
134-098 |
132-221 |
|
R2 |
133-272 |
133-272 |
132-186 |
|
R1 |
133-033 |
133-033 |
132-150 |
132-280 |
PP |
132-207 |
132-207 |
132-207 |
132-170 |
S1 |
131-288 |
131-288 |
132-080 |
131-215 |
S2 |
131-142 |
131-142 |
132-044 |
|
S3 |
130-077 |
130-223 |
132-009 |
|
S4 |
129-012 |
129-158 |
131-223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-125 |
132-060 |
1-065 |
0.9% |
0-189 |
0.4% |
14% |
False |
False |
4,807 |
10 |
134-030 |
132-060 |
1-290 |
1.4% |
0-180 |
0.4% |
9% |
False |
False |
7,141 |
20 |
135-230 |
132-060 |
3-170 |
2.7% |
0-227 |
0.5% |
5% |
False |
False |
704,101 |
40 |
137-205 |
132-060 |
5-145 |
4.1% |
0-176 |
0.4% |
3% |
False |
False |
1,264,355 |
60 |
138-055 |
132-060 |
5-315 |
4.5% |
0-156 |
0.4% |
3% |
False |
False |
1,297,479 |
80 |
138-080 |
132-060 |
6-020 |
4.6% |
0-148 |
0.3% |
3% |
False |
False |
1,305,499 |
100 |
138-300 |
132-060 |
6-240 |
5.1% |
0-150 |
0.4% |
3% |
False |
False |
1,057,073 |
120 |
139-160 |
132-060 |
7-100 |
5.5% |
0-141 |
0.3% |
2% |
False |
False |
881,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-081 |
2.618 |
134-099 |
1.618 |
133-234 |
1.000 |
133-120 |
0.618 |
133-049 |
HIGH |
132-255 |
0.618 |
132-184 |
0.500 |
132-162 |
0.382 |
132-141 |
LOW |
132-070 |
0.618 |
131-276 |
1.000 |
131-205 |
1.618 |
131-091 |
2.618 |
130-226 |
4.250 |
129-244 |
|
|
Fisher Pivots for day following 19-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
132-162 |
132-252 |
PP |
132-147 |
132-207 |
S1 |
132-131 |
132-161 |
|