ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 23-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
125-115 |
125-085 |
-0-030 |
-0.1% |
125-220 |
High |
125-125 |
125-138 |
0-012 |
0.0% |
125-225 |
Low |
125-060 |
125-082 |
0-022 |
0.1% |
125-075 |
Close |
125-088 |
125-112 |
0-025 |
0.1% |
125-112 |
Range |
0-065 |
0-055 |
-0-010 |
-15.4% |
0-150 |
ATR |
0-056 |
0-056 |
0-000 |
-0.1% |
0-000 |
Volume |
2,404,332 |
3,092,090 |
687,758 |
28.6% |
6,602,943 |
|
Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-276 |
125-249 |
125-143 |
|
R3 |
125-221 |
125-194 |
125-128 |
|
R2 |
125-166 |
125-166 |
125-123 |
|
R1 |
125-139 |
125-139 |
125-118 |
125-152 |
PP |
125-111 |
125-111 |
125-111 |
125-118 |
S1 |
125-084 |
125-084 |
125-107 |
125-098 |
S2 |
125-056 |
125-056 |
125-102 |
|
S3 |
125-001 |
125-029 |
125-097 |
|
S4 |
124-266 |
124-294 |
125-082 |
|
|
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 |
125-170 |
125-060 |
0-110 |
0.3% |
0-063 |
0.2% |
48% |
False |
False |
2,054,689 |
10 |
125-290 |
125-060 |
0-230 |
0.6% |
0-061 |
0.2% |
23% |
False |
False |
1,528,523 |
20 |
126-025 |
125-060 |
0-285 |
0.7% |
0-052 |
0.1% |
18% |
False |
False |
1,199,242 |
40 |
126-072 |
125-060 |
1-012 |
0.8% |
0-051 |
0.1% |
16% |
False |
False |
992,558 |
60 |
126-072 |
125-060 |
1-012 |
0.8% |
0-052 |
0.1% |
16% |
False |
False |
895,116 |
80 |
126-088 |
125-060 |
1-028 |
0.9% |
0-054 |
0.1% |
15% |
False |
False |
731,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-051 |
2.618 |
125-281 |
1.618 |
125-226 |
1.000 |
125-192 |
0.618 |
125-171 |
HIGH |
125-138 |
0.618 |
125-116 |
0.500 |
125-110 |
0.382 |
125-104 |
LOW |
125-082 |
0.618 |
125-049 |
1.000 |
125-028 |
1.618 |
124-314 |
2.618 |
124-259 |
4.250 |
124-169 |
|
|
Fisher Pivots for day following 23-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
125-112 |
125-112 |
PP |
125-111 |
125-111 |
S1 |
125-110 |
125-110 |
|