ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-145 |
-0-055 |
-0.1% |
124-232 |
| High |
124-250 |
124-168 |
-0-082 |
-0.2% |
125-030 |
| Low |
124-130 |
124-052 |
-0-078 |
-0.2% |
124-052 |
| Close |
124-145 |
124-138 |
-0-008 |
0.0% |
124-138 |
| Range |
0-120 |
0-115 |
-0-005 |
-4.2% |
0-298 |
| ATR |
0-101 |
0-102 |
0-001 |
1.0% |
0-000 |
| Volume |
28,702 |
30,977 |
2,275 |
7.9% |
130,052 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-144 |
125-096 |
124-201 |
|
| R3 |
125-029 |
124-301 |
124-169 |
|
| R2 |
124-234 |
124-234 |
124-159 |
|
| R1 |
124-186 |
124-186 |
124-148 |
124-152 |
| PP |
124-119 |
124-119 |
124-119 |
124-102 |
| S1 |
124-071 |
124-071 |
124-127 |
124-038 |
| S2 |
124-004 |
124-004 |
124-116 |
|
| S3 |
123-209 |
123-276 |
124-106 |
|
| S4 |
123-094 |
123-161 |
124-074 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-112 |
126-262 |
124-301 |
|
| R3 |
126-135 |
125-285 |
124-219 |
|
| R2 |
125-158 |
125-158 |
124-192 |
|
| R1 |
124-308 |
124-308 |
124-165 |
124-244 |
| PP |
124-180 |
124-180 |
124-180 |
124-148 |
| S1 |
124-010 |
124-010 |
124-110 |
123-266 |
| S2 |
123-202 |
123-202 |
124-083 |
|
| S3 |
122-225 |
123-032 |
124-056 |
|
| S4 |
121-248 |
122-055 |
123-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-030 |
124-052 |
0-298 |
0.7% |
0-108 |
0.3% |
29% |
False |
True |
26,010 |
| 10 |
125-155 |
124-002 |
1-152 |
1.2% |
0-138 |
0.3% |
29% |
False |
False |
992,107 |
| 20 |
125-290 |
124-002 |
1-288 |
1.5% |
0-098 |
0.2% |
22% |
False |
False |
1,080,692 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-073 |
0.2% |
20% |
False |
False |
973,381 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-065 |
0.2% |
19% |
False |
False |
856,704 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-063 |
0.2% |
19% |
False |
False |
786,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-016 |
|
2.618 |
125-149 |
|
1.618 |
125-034 |
|
1.000 |
124-282 |
|
0.618 |
124-239 |
|
HIGH |
124-168 |
|
0.618 |
124-124 |
|
0.500 |
124-110 |
|
0.382 |
124-096 |
|
LOW |
124-052 |
|
0.618 |
123-301 |
|
1.000 |
123-258 |
|
1.618 |
123-186 |
|
2.618 |
123-071 |
|
4.250 |
122-204 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-128 |
124-184 |
| PP |
124-119 |
124-168 |
| S1 |
124-110 |
124-153 |
|