ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-078 |
124-078 |
-1-000 |
-0.8% |
125-115 |
| High |
125-080 |
124-250 |
-0-150 |
-0.4% |
125-155 |
| Low |
124-002 |
124-042 |
0-040 |
0.1% |
124-002 |
| Close |
124-108 |
124-132 |
0-025 |
0.1% |
124-132 |
| Range |
1-078 |
0-208 |
-0-190 |
-47.8% |
1-152 |
| ATR |
0-084 |
0-093 |
0-009 |
10.5% |
0-000 |
| Volume |
1,261,316 |
140,746 |
-1,120,570 |
-88.8% |
9,791,027 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-124 |
126-016 |
124-247 |
|
| R3 |
125-237 |
125-128 |
124-190 |
|
| R2 |
125-029 |
125-029 |
124-171 |
|
| R1 |
124-241 |
124-241 |
124-152 |
124-295 |
| PP |
124-142 |
124-142 |
124-142 |
124-169 |
| S1 |
124-033 |
124-033 |
124-113 |
124-088 |
| S2 |
123-254 |
123-254 |
124-094 |
|
| S3 |
123-047 |
123-146 |
124-075 |
|
| S4 |
122-159 |
122-258 |
124-018 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-021 |
128-069 |
125-072 |
|
| R3 |
127-188 |
126-237 |
124-262 |
|
| R2 |
126-036 |
126-036 |
124-219 |
|
| R1 |
125-084 |
125-084 |
124-176 |
124-304 |
| PP |
124-203 |
124-203 |
124-203 |
124-153 |
| S1 |
123-252 |
123-252 |
124-089 |
123-151 |
| S2 |
123-051 |
123-051 |
124-046 |
|
| S3 |
121-218 |
122-099 |
124-003 |
|
| S4 |
120-066 |
120-267 |
123-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-155 |
124-002 |
1-152 |
1.2% |
0-168 |
0.4% |
28% |
False |
False |
1,958,205 |
| 10 |
125-280 |
124-002 |
1-278 |
1.5% |
0-121 |
0.3% |
22% |
False |
False |
1,715,618 |
| 20 |
126-008 |
124-002 |
2-005 |
1.6% |
0-081 |
0.2% |
20% |
False |
False |
1,291,394 |
| 40 |
126-072 |
124-002 |
2-070 |
1.8% |
0-067 |
0.2% |
18% |
False |
False |
1,070,795 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-062 |
0.2% |
18% |
False |
False |
923,497 |
| 80 |
126-088 |
124-002 |
2-085 |
1.8% |
0-061 |
0.2% |
18% |
False |
False |
784,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-172 |
|
2.618 |
126-153 |
|
1.618 |
125-266 |
|
1.000 |
125-138 |
|
0.618 |
125-058 |
|
HIGH |
124-250 |
|
0.618 |
124-171 |
|
0.500 |
124-146 |
|
0.382 |
124-122 |
|
LOW |
124-042 |
|
0.618 |
123-234 |
|
1.000 |
123-155 |
|
1.618 |
123-027 |
|
2.618 |
122-139 |
|
4.250 |
121-121 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-146 |
124-239 |
| PP |
124-142 |
124-203 |
| S1 |
124-137 |
124-168 |
|