ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-095 |
-0-050 |
-0.1% |
124-232 |
| High |
124-168 |
124-105 |
-0-062 |
-0.2% |
125-030 |
| Low |
124-052 |
124-018 |
-0-035 |
-0.1% |
124-052 |
| Close |
124-138 |
124-040 |
-0-098 |
-0.2% |
124-138 |
| Range |
0-115 |
0-088 |
-0-028 |
-23.9% |
0-298 |
| ATR |
0-102 |
0-104 |
0-001 |
1.2% |
0-000 |
| Volume |
30,977 |
20,105 |
-10,872 |
-35.1% |
130,052 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-317 |
124-266 |
124-088 |
|
| R3 |
124-229 |
124-178 |
124-064 |
|
| R2 |
124-142 |
124-142 |
124-056 |
|
| R1 |
124-091 |
124-091 |
124-048 |
124-072 |
| PP |
124-054 |
124-054 |
124-054 |
124-045 |
| S1 |
124-003 |
124-003 |
124-032 |
123-305 |
| S2 |
123-287 |
123-287 |
124-024 |
|
| S3 |
123-199 |
123-236 |
124-016 |
|
| S4 |
123-112 |
123-148 |
123-312 |
|
|
| 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 |
124-018 |
1-012 |
0.8% |
0-112 |
0.3% |
7% |
False |
True |
23,115 |
| 10 |
125-155 |
124-002 |
1-152 |
1.2% |
0-140 |
0.4% |
8% |
False |
False |
753,685 |
| 20 |
125-290 |
124-002 |
1-288 |
1.5% |
0-100 |
0.3% |
6% |
False |
False |
1,025,759 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-074 |
0.2% |
6% |
False |
False |
951,240 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-066 |
0.2% |
5% |
False |
False |
847,099 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-062 |
0.2% |
5% |
False |
False |
786,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-157 |
|
2.618 |
125-014 |
|
1.618 |
124-247 |
|
1.000 |
124-192 |
|
0.618 |
124-159 |
|
HIGH |
124-105 |
|
0.618 |
124-072 |
|
0.500 |
124-061 |
|
0.382 |
124-051 |
|
LOW |
124-018 |
|
0.618 |
123-283 |
|
1.000 |
123-250 |
|
1.618 |
123-196 |
|
2.618 |
123-108 |
|
4.250 |
122-286 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-061 |
124-134 |
| PP |
124-054 |
124-102 |
| S1 |
124-047 |
124-071 |
|