ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-028 |
124-090 |
0-062 |
0.2% |
124-232 |
| High |
124-102 |
124-145 |
0-042 |
0.1% |
125-030 |
| Low |
124-028 |
124-072 |
0-045 |
0.1% |
124-052 |
| Close |
124-085 |
124-130 |
0-045 |
0.1% |
124-138 |
| Range |
0-075 |
0-072 |
-0-002 |
-3.3% |
0-298 |
| ATR |
0-102 |
0-099 |
-0-002 |
-2.0% |
0-000 |
| Volume |
3,049 |
3,662 |
613 |
20.1% |
130,052 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-013 |
124-304 |
124-170 |
|
| R3 |
124-261 |
124-232 |
124-150 |
|
| R2 |
124-188 |
124-188 |
124-143 |
|
| R1 |
124-159 |
124-159 |
124-137 |
124-174 |
| PP |
124-116 |
124-116 |
124-116 |
124-123 |
| S1 |
124-087 |
124-087 |
124-123 |
124-101 |
| S2 |
124-043 |
124-043 |
124-117 |
|
| S3 |
123-291 |
124-014 |
124-110 |
|
| S4 |
123-218 |
123-262 |
124-090 |
|
|
| 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 |
124-250 |
124-018 |
0-232 |
0.6% |
0-094 |
0.2% |
48% |
False |
False |
17,299 |
| 10 |
125-080 |
124-002 |
1-078 |
1.0% |
0-138 |
0.3% |
32% |
False |
False |
155,893 |
| 20 |
125-290 |
124-002 |
1-288 |
1.5% |
0-104 |
0.3% |
21% |
False |
False |
949,628 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-075 |
0.2% |
19% |
False |
False |
900,436 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-067 |
0.2% |
18% |
False |
False |
826,655 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-062 |
0.2% |
18% |
False |
False |
786,160 |
| 100 |
126-110 |
124-002 |
2-108 |
1.9% |
0-061 |
0.2% |
17% |
False |
False |
629,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-133 |
|
2.618 |
125-015 |
|
1.618 |
124-262 |
|
1.000 |
124-218 |
|
0.618 |
124-190 |
|
HIGH |
124-145 |
|
0.618 |
124-117 |
|
0.500 |
124-109 |
|
0.382 |
124-100 |
|
LOW |
124-072 |
|
0.618 |
124-028 |
|
1.000 |
124-000 |
|
1.618 |
123-275 |
|
2.618 |
123-203 |
|
4.250 |
123-084 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-123 |
124-114 |
| PP |
124-116 |
124-098 |
| S1 |
124-109 |
124-081 |
|