ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-220 |
125-108 |
-0-112 |
-0.3% |
125-260 |
| High |
125-225 |
125-155 |
-0-070 |
-0.2% |
125-290 |
| Low |
125-108 |
125-075 |
-0-032 |
-0.1% |
125-222 |
| Close |
125-125 |
125-130 |
0-005 |
0.0% |
125-238 |
| Range |
0-118 |
0-080 |
-0-038 |
-31.9% |
0-068 |
| ATR |
0-053 |
0-055 |
0-002 |
3.7% |
0-000 |
| Volume |
1,825,919 |
1,656,125 |
-169,794 |
-9.3% |
3,971,067 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-040 |
126-005 |
125-174 |
|
| R3 |
125-280 |
125-245 |
125-152 |
|
| R2 |
125-200 |
125-200 |
125-145 |
|
| R1 |
125-165 |
125-165 |
125-137 |
125-182 |
| PP |
125-120 |
125-120 |
125-120 |
125-129 |
| S1 |
125-085 |
125-085 |
125-123 |
125-102 |
| S2 |
125-040 |
125-040 |
125-115 |
|
| S3 |
124-280 |
125-005 |
125-108 |
|
| S4 |
124-200 |
124-245 |
125-086 |
|
|
| 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 |
125-075 |
0-215 |
0.5% |
0-069 |
0.2% |
26% |
False |
True |
1,184,756 |
| 10 |
125-290 |
125-075 |
0-215 |
0.5% |
0-054 |
0.1% |
26% |
False |
True |
1,008,071 |
| 20 |
126-025 |
125-075 |
0-270 |
0.7% |
0-048 |
0.1% |
20% |
False |
True |
908,481 |
| 40 |
126-072 |
125-075 |
0-318 |
0.8% |
0-050 |
0.1% |
17% |
False |
True |
832,013 |
| 60 |
126-072 |
125-075 |
0-318 |
0.8% |
0-050 |
0.1% |
17% |
False |
True |
827,193 |
| 80 |
126-088 |
125-075 |
1-012 |
0.8% |
0-053 |
0.1% |
17% |
False |
True |
623,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-175 |
|
2.618 |
126-044 |
|
1.618 |
125-284 |
|
1.000 |
125-235 |
|
0.618 |
125-204 |
|
HIGH |
125-155 |
|
0.618 |
125-124 |
|
0.500 |
125-115 |
|
0.382 |
125-106 |
|
LOW |
125-075 |
|
0.618 |
125-026 |
|
1.000 |
124-315 |
|
1.618 |
124-266 |
|
2.618 |
124-186 |
|
4.250 |
124-055 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-125 |
125-178 |
| PP |
125-120 |
125-162 |
| S1 |
125-115 |
125-146 |
|