ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-095 |
124-028 |
-0-068 |
-0.2% |
124-232 |
| High |
124-105 |
124-102 |
-0-002 |
0.0% |
125-030 |
| Low |
124-018 |
124-028 |
0-010 |
0.0% |
124-052 |
| Close |
124-040 |
124-085 |
0-045 |
0.1% |
124-138 |
| Range |
0-088 |
0-075 |
-0-012 |
-14.3% |
0-298 |
| ATR |
0-104 |
0-102 |
-0-002 |
-2.0% |
0-000 |
| Volume |
20,105 |
3,049 |
-17,056 |
-84.8% |
130,052 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-297 |
124-266 |
124-126 |
|
| R3 |
124-222 |
124-191 |
124-106 |
|
| R2 |
124-147 |
124-147 |
124-099 |
|
| R1 |
124-116 |
124-116 |
124-092 |
124-131 |
| PP |
124-072 |
124-072 |
124-072 |
124-079 |
| S1 |
124-041 |
124-041 |
124-078 |
124-056 |
| S2 |
123-317 |
123-317 |
124-071 |
|
| S3 |
123-242 |
123-286 |
124-064 |
|
| S4 |
123-167 |
123-211 |
124-044 |
|
|
| 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 |
124-315 |
124-018 |
0-298 |
0.7% |
0-104 |
0.3% |
23% |
False |
False |
18,505 |
| 10 |
125-155 |
124-002 |
1-152 |
1.2% |
0-142 |
0.4% |
17% |
False |
False |
444,781 |
| 20 |
125-290 |
124-002 |
1-288 |
1.5% |
0-102 |
0.3% |
14% |
False |
False |
986,652 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-074 |
0.2% |
12% |
False |
False |
921,834 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-066 |
0.2% |
12% |
False |
False |
837,029 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-062 |
0.2% |
12% |
False |
False |
786,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-101 |
|
2.618 |
124-299 |
|
1.618 |
124-224 |
|
1.000 |
124-178 |
|
0.618 |
124-149 |
|
HIGH |
124-102 |
|
0.618 |
124-074 |
|
0.500 |
124-065 |
|
0.382 |
124-056 |
|
LOW |
124-028 |
|
0.618 |
123-301 |
|
1.000 |
123-272 |
|
1.618 |
123-226 |
|
2.618 |
123-151 |
|
4.250 |
123-029 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-078 |
124-092 |
| PP |
124-072 |
124-090 |
| S1 |
124-065 |
124-088 |
|