ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-135 |
125-078 |
-0-058 |
-0.1% |
125-220 |
| High |
125-155 |
125-080 |
-0-075 |
-0.2% |
125-225 |
| Low |
125-040 |
124-002 |
-1-038 |
-0.9% |
125-075 |
| Close |
125-065 |
124-108 |
-0-278 |
-0.7% |
125-112 |
| Range |
0-115 |
1-078 |
0-282 |
245.7% |
0-150 |
| ATR |
0-060 |
0-084 |
0-024 |
40.1% |
0-000 |
| Volume |
2,892,543 |
1,261,316 |
-1,631,227 |
-56.4% |
6,602,943 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-082 |
127-172 |
125-006 |
|
| R3 |
127-005 |
126-095 |
124-217 |
|
| R2 |
125-248 |
125-248 |
124-180 |
|
| R1 |
125-018 |
125-018 |
124-144 |
124-254 |
| PP |
124-170 |
124-170 |
124-170 |
124-128 |
| S1 |
123-260 |
123-260 |
124-071 |
123-176 |
| S2 |
123-092 |
123-092 |
124-035 |
|
| S3 |
122-015 |
122-182 |
123-318 |
|
| S4 |
120-258 |
121-105 |
123-209 |
|
|
| 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 |
125-160 |
124-002 |
1-158 |
1.2% |
0-139 |
0.3% |
22% |
False |
True |
2,316,133 |
| 10 |
125-290 |
124-002 |
1-288 |
1.5% |
0-103 |
0.3% |
17% |
False |
True |
1,778,602 |
| 20 |
126-010 |
124-002 |
2-008 |
1.6% |
0-074 |
0.2% |
16% |
False |
True |
1,336,802 |
| 40 |
126-072 |
124-002 |
2-070 |
1.8% |
0-062 |
0.2% |
15% |
False |
True |
1,078,872 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-059 |
0.1% |
15% |
False |
True |
938,218 |
| 80 |
126-088 |
124-002 |
2-085 |
1.8% |
0-060 |
0.1% |
14% |
False |
True |
782,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-169 |
|
2.618 |
128-161 |
|
1.618 |
127-083 |
|
1.000 |
126-158 |
|
0.618 |
126-006 |
|
HIGH |
125-080 |
|
0.618 |
124-248 |
|
0.500 |
124-201 |
|
0.382 |
124-154 |
|
LOW |
124-002 |
|
0.618 |
123-077 |
|
1.000 |
122-245 |
|
1.618 |
121-319 |
|
2.618 |
120-242 |
|
4.250 |
118-233 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-201 |
124-239 |
| PP |
124-170 |
124-195 |
| S1 |
124-139 |
124-151 |
|