ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-085 |
125-135 |
0-050 |
0.1% |
125-220 |
| High |
125-138 |
125-155 |
0-018 |
0.0% |
125-225 |
| Low |
125-082 |
125-040 |
-0-042 |
-0.1% |
125-075 |
| Close |
125-112 |
125-065 |
-0-048 |
-0.1% |
125-112 |
| Range |
0-055 |
0-115 |
0-060 |
109.1% |
0-150 |
| ATR |
0-056 |
0-060 |
0-004 |
7.6% |
0-000 |
| Volume |
3,092,090 |
2,892,543 |
-199,547 |
-6.5% |
6,602,943 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-112 |
126-043 |
125-128 |
|
| R3 |
125-317 |
125-248 |
125-097 |
|
| R2 |
125-202 |
125-202 |
125-086 |
|
| R1 |
125-133 |
125-133 |
125-076 |
125-110 |
| PP |
125-087 |
125-087 |
125-087 |
125-075 |
| S1 |
125-018 |
125-018 |
125-054 |
124-315 |
| S2 |
124-292 |
124-292 |
125-044 |
|
| S3 |
124-177 |
124-223 |
125-033 |
|
| S4 |
124-062 |
124-108 |
125-002 |
|
|
| 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 |
125-040 |
0-130 |
0.3% |
0-070 |
0.2% |
19% |
False |
True |
2,301,972 |
| 10 |
125-290 |
125-040 |
0-250 |
0.6% |
0-070 |
0.2% |
10% |
False |
True |
1,743,364 |
| 20 |
126-025 |
125-040 |
0-305 |
0.8% |
0-056 |
0.1% |
8% |
False |
True |
1,310,507 |
| 40 |
126-072 |
125-040 |
1-032 |
0.9% |
0-053 |
0.1% |
7% |
False |
True |
1,060,005 |
| 60 |
126-072 |
125-040 |
1-032 |
0.9% |
0-053 |
0.1% |
7% |
False |
True |
924,121 |
| 80 |
126-088 |
125-040 |
1-048 |
0.9% |
0-055 |
0.1% |
7% |
False |
True |
767,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-004 |
|
2.618 |
126-136 |
|
1.618 |
126-021 |
|
1.000 |
125-270 |
|
0.618 |
125-226 |
|
HIGH |
125-155 |
|
0.618 |
125-111 |
|
0.500 |
125-098 |
|
0.382 |
125-084 |
|
LOW |
125-040 |
|
0.618 |
124-289 |
|
1.000 |
124-245 |
|
1.618 |
124-174 |
|
2.618 |
124-059 |
|
4.250 |
123-191 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-098 |
125-098 |
| PP |
125-087 |
125-087 |
| S1 |
125-076 |
125-076 |
|