ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
132-170 |
132-200 |
0-030 |
0.1% |
133-035 |
High |
132-255 |
132-275 |
0-020 |
0.0% |
133-125 |
Low |
132-070 |
132-200 |
0-130 |
0.3% |
132-060 |
Close |
132-115 |
132-240 |
0-125 |
0.3% |
132-115 |
Range |
0-185 |
0-075 |
-0-110 |
-59.5% |
1-065 |
ATR |
0-203 |
0-200 |
-0-003 |
-1.5% |
0-000 |
Volume |
10,739 |
4,548 |
-6,191 |
-57.6% |
24,035 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-143 |
133-107 |
132-281 |
|
R3 |
133-068 |
133-032 |
132-261 |
|
R2 |
132-313 |
132-313 |
132-254 |
|
R1 |
132-277 |
132-277 |
132-247 |
132-295 |
PP |
132-238 |
132-238 |
132-238 |
132-248 |
S1 |
132-202 |
132-202 |
132-233 |
132-220 |
S2 |
132-163 |
132-163 |
132-226 |
|
S3 |
132-088 |
132-127 |
132-219 |
|
S4 |
132-013 |
132-052 |
132-199 |
|
|
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% |
0-185 |
0.4% |
47% |
False |
False |
4,883 |
10 |
134-030 |
132-060 |
1-290 |
1.4% |
0-176 |
0.4% |
30% |
False |
False |
5,916 |
20 |
135-230 |
132-060 |
3-170 |
2.7% |
0-222 |
0.5% |
16% |
False |
False |
516,772 |
40 |
137-205 |
132-060 |
5-145 |
4.1% |
0-175 |
0.4% |
10% |
False |
False |
1,232,240 |
60 |
138-055 |
132-060 |
5-315 |
4.5% |
0-156 |
0.4% |
9% |
False |
False |
1,284,303 |
80 |
138-080 |
132-060 |
6-020 |
4.6% |
0-148 |
0.3% |
9% |
False |
False |
1,286,233 |
100 |
138-300 |
132-060 |
6-240 |
5.1% |
0-150 |
0.4% |
8% |
False |
False |
1,057,114 |
120 |
139-160 |
132-060 |
7-100 |
5.5% |
0-141 |
0.3% |
8% |
False |
False |
881,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-274 |
2.618 |
133-151 |
1.618 |
133-076 |
1.000 |
133-030 |
0.618 |
133-001 |
HIGH |
132-275 |
0.618 |
132-246 |
0.500 |
132-238 |
0.382 |
132-229 |
LOW |
132-200 |
0.618 |
132-154 |
1.000 |
132-125 |
1.618 |
132-079 |
2.618 |
132-004 |
4.250 |
131-201 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
132-239 |
132-235 |
PP |
132-238 |
132-230 |
S1 |
132-238 |
132-225 |
|