ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-078 |
124-232 |
0-155 |
0.4% |
125-115 |
| High |
124-250 |
124-278 |
0-028 |
0.1% |
125-155 |
| Low |
124-042 |
124-212 |
0-170 |
0.4% |
124-002 |
| Close |
124-132 |
124-240 |
0-108 |
0.3% |
124-132 |
| Range |
0-208 |
0-065 |
-0-142 |
-68.7% |
1-152 |
| ATR |
0-093 |
0-097 |
0-004 |
4.0% |
0-000 |
| Volume |
140,746 |
34,578 |
-106,168 |
-75.4% |
9,791,027 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-118 |
125-084 |
124-276 |
|
| R3 |
125-053 |
125-019 |
124-258 |
|
| R2 |
124-308 |
124-308 |
124-252 |
|
| R1 |
124-274 |
124-274 |
124-246 |
124-291 |
| PP |
124-243 |
124-243 |
124-243 |
124-252 |
| S1 |
124-209 |
124-209 |
124-234 |
124-226 |
| S2 |
124-178 |
124-178 |
124-228 |
|
| S3 |
124-113 |
124-144 |
124-222 |
|
| S4 |
124-048 |
124-079 |
124-204 |
|
|
| 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% |
50% |
False |
False |
1,484,254 |
| 10 |
125-225 |
124-002 |
1-222 |
1.4% |
0-122 |
0.3% |
44% |
False |
False |
1,642,854 |
| 20 |
126-008 |
124-002 |
2-005 |
1.6% |
0-082 |
0.2% |
37% |
False |
False |
1,227,053 |
| 40 |
126-072 |
124-002 |
2-070 |
1.8% |
0-067 |
0.2% |
33% |
False |
False |
1,060,921 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-061 |
0.2% |
33% |
False |
False |
902,671 |
| 80 |
126-088 |
124-002 |
2-085 |
1.8% |
0-062 |
0.2% |
33% |
False |
False |
785,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-234 |
|
2.618 |
125-128 |
|
1.618 |
125-063 |
|
1.000 |
125-022 |
|
0.618 |
124-318 |
|
HIGH |
124-278 |
|
0.618 |
124-253 |
|
0.500 |
124-245 |
|
0.382 |
124-237 |
|
LOW |
124-212 |
|
0.618 |
124-172 |
|
1.000 |
124-148 |
|
1.618 |
124-107 |
|
2.618 |
124-042 |
|
4.250 |
123-256 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-245 |
124-227 |
| PP |
124-243 |
124-214 |
| S1 |
124-242 |
124-201 |
|