ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 16-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
125-265 |
125-220 |
-0-045 |
-0.1% |
125-260 |
High |
125-280 |
125-225 |
-0-055 |
-0.1% |
125-290 |
Low |
125-222 |
125-108 |
-0-115 |
-0.3% |
125-222 |
Close |
125-238 |
125-125 |
-0-112 |
-0.3% |
125-238 |
Range |
0-058 |
0-118 |
0-060 |
104.3% |
0-068 |
ATR |
0-047 |
0-053 |
0-006 |
12.6% |
0-000 |
Volume |
762,213 |
1,825,919 |
1,063,706 |
139.6% |
3,971,067 |
|
Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-185 |
126-112 |
125-190 |
|
R3 |
126-068 |
125-315 |
125-157 |
|
R2 |
125-270 |
125-270 |
125-147 |
|
R1 |
125-198 |
125-198 |
125-136 |
125-175 |
PP |
125-152 |
125-152 |
125-152 |
125-141 |
S1 |
125-080 |
125-080 |
125-114 |
125-058 |
S2 |
125-035 |
125-035 |
125-103 |
|
S3 |
124-238 |
124-282 |
125-093 |
|
S4 |
124-120 |
124-165 |
125-060 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-132 |
126-092 |
125-275 |
|
R3 |
126-065 |
126-025 |
125-256 |
|
R2 |
125-318 |
125-318 |
125-250 |
|
R1 |
125-278 |
125-278 |
125-244 |
125-264 |
PP |
125-250 |
125-250 |
125-250 |
125-243 |
S1 |
125-210 |
125-210 |
125-231 |
125-196 |
S2 |
125-182 |
125-182 |
125-225 |
|
S3 |
125-115 |
125-142 |
125-219 |
|
S4 |
125-048 |
125-075 |
125-200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-290 |
125-108 |
0-182 |
0.5% |
0-058 |
0.1% |
10% |
False |
True |
1,002,357 |
10 |
125-318 |
125-108 |
0-210 |
0.5% |
0-050 |
0.1% |
8% |
False |
True |
920,090 |
20 |
126-025 |
125-108 |
0-238 |
0.6% |
0-047 |
0.1% |
7% |
False |
True |
864,240 |
40 |
126-072 |
125-108 |
0-285 |
0.7% |
0-050 |
0.1% |
6% |
False |
True |
809,107 |
60 |
126-072 |
125-108 |
0-285 |
0.7% |
0-050 |
0.1% |
6% |
False |
True |
801,754 |
80 |
126-088 |
125-108 |
0-300 |
0.7% |
0-053 |
0.1% |
6% |
False |
True |
602,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-084 |
2.618 |
126-213 |
1.618 |
126-095 |
1.000 |
126-022 |
0.618 |
125-298 |
HIGH |
125-225 |
0.618 |
125-180 |
0.500 |
125-166 |
0.382 |
125-152 |
LOW |
125-108 |
0.618 |
125-035 |
1.000 |
124-310 |
1.618 |
124-237 |
2.618 |
124-120 |
4.250 |
123-248 |
|
|
Fisher Pivots for day following 16-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
125-166 |
125-199 |
PP |
125-152 |
125-174 |
S1 |
125-139 |
125-150 |
|