ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 22-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
125-150 |
125-115 |
-0-035 |
-0.1% |
125-220 |
High |
125-160 |
125-125 |
-0-035 |
-0.1% |
125-225 |
Low |
125-098 |
125-060 |
-0-038 |
-0.1% |
125-075 |
Close |
125-112 |
125-088 |
-0-025 |
-0.1% |
125-112 |
Range |
0-062 |
0-065 |
0-002 |
4.0% |
0-150 |
ATR |
0-055 |
0-056 |
0-001 |
1.3% |
0-000 |
Volume |
1,930,386 |
2,404,332 |
473,946 |
24.6% |
6,602,943 |
|
Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-286 |
125-252 |
125-123 |
|
R3 |
125-221 |
125-187 |
125-105 |
|
R2 |
125-156 |
125-156 |
125-099 |
|
R1 |
125-122 |
125-122 |
125-093 |
125-106 |
PP |
125-091 |
125-091 |
125-091 |
125-083 |
S1 |
125-057 |
125-057 |
125-082 |
125-041 |
S2 |
125-026 |
125-026 |
125-076 |
|
S3 |
124-281 |
124-312 |
125-070 |
|
S4 |
124-216 |
124-247 |
125-052 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-268 |
126-180 |
125-195 |
|
R3 |
126-118 |
126-030 |
125-154 |
|
R2 |
125-288 |
125-288 |
125-140 |
|
R1 |
125-200 |
125-200 |
125-126 |
125-169 |
PP |
125-138 |
125-138 |
125-138 |
125-122 |
S1 |
125-050 |
125-050 |
125-099 |
125-019 |
S2 |
124-308 |
124-308 |
125-085 |
|
S3 |
124-158 |
124-220 |
125-071 |
|
S4 |
124-008 |
124-070 |
125-030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-225 |
125-060 |
0-165 |
0.4% |
0-076 |
0.2% |
17% |
False |
True |
1,801,455 |
10 |
125-290 |
125-060 |
0-230 |
0.6% |
0-059 |
0.1% |
12% |
False |
True |
1,297,834 |
20 |
126-025 |
125-060 |
0-285 |
0.7% |
0-052 |
0.1% |
10% |
False |
True |
1,079,647 |
40 |
126-072 |
125-060 |
1-012 |
0.8% |
0-051 |
0.1% |
8% |
False |
True |
929,995 |
60 |
126-072 |
125-060 |
1-012 |
0.8% |
0-051 |
0.1% |
8% |
False |
True |
872,374 |
80 |
126-088 |
125-060 |
1-028 |
0.9% |
0-054 |
0.1% |
8% |
False |
True |
692,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-081 |
2.618 |
125-295 |
1.618 |
125-230 |
1.000 |
125-190 |
0.618 |
125-165 |
HIGH |
125-125 |
0.618 |
125-100 |
0.500 |
125-092 |
0.382 |
125-085 |
LOW |
125-060 |
0.618 |
125-020 |
1.000 |
124-315 |
1.618 |
124-275 |
2.618 |
124-210 |
4.250 |
124-104 |
|
|
Fisher Pivots for day following 22-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
125-092 |
125-115 |
PP |
125-091 |
125-106 |
S1 |
125-089 |
125-097 |
|