ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 18-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
125-108 |
125-152 |
0-045 |
0.1% |
125-260 |
High |
125-155 |
125-170 |
0-015 |
0.0% |
125-290 |
Low |
125-075 |
125-118 |
0-042 |
0.1% |
125-222 |
Close |
125-130 |
125-152 |
0-022 |
0.1% |
125-238 |
Range |
0-080 |
0-052 |
-0-028 |
-34.4% |
0-068 |
ATR |
0-055 |
0-055 |
0-000 |
-0.3% |
0-000 |
Volume |
1,656,125 |
1,190,513 |
-465,612 |
-28.1% |
3,971,067 |
|
Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-304 |
125-281 |
125-181 |
|
R3 |
125-252 |
125-228 |
125-167 |
|
R2 |
125-199 |
125-199 |
125-162 |
|
R1 |
125-176 |
125-176 |
125-157 |
125-179 |
PP |
125-147 |
125-147 |
125-147 |
125-148 |
S1 |
125-123 |
125-123 |
125-148 |
125-126 |
S2 |
125-094 |
125-094 |
125-143 |
|
S3 |
125-042 |
125-071 |
125-138 |
|
S4 |
124-309 |
125-018 |
125-124 |
|
|
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% |
0-068 |
0.2% |
36% |
False |
False |
1,241,071 |
10 |
125-290 |
125-075 |
0-215 |
0.5% |
0-056 |
0.1% |
36% |
False |
False |
1,050,821 |
20 |
126-025 |
125-075 |
0-270 |
0.7% |
0-049 |
0.1% |
29% |
False |
False |
933,951 |
40 |
126-072 |
125-075 |
0-318 |
0.8% |
0-051 |
0.1% |
24% |
False |
False |
849,545 |
60 |
126-072 |
125-075 |
0-318 |
0.8% |
0-050 |
0.1% |
24% |
False |
False |
841,004 |
80 |
126-088 |
125-075 |
1-012 |
0.8% |
0-053 |
0.1% |
23% |
False |
False |
638,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-073 |
2.618 |
125-307 |
1.618 |
125-255 |
1.000 |
125-222 |
0.618 |
125-202 |
HIGH |
125-170 |
0.618 |
125-150 |
0.500 |
125-144 |
0.382 |
125-138 |
LOW |
125-118 |
0.618 |
125-085 |
1.000 |
125-065 |
1.618 |
125-033 |
2.618 |
124-300 |
4.250 |
124-214 |
|
|
Fisher Pivots for day following 18-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
125-150 |
125-152 |
PP |
125-147 |
125-151 |
S1 |
125-144 |
125-150 |
|