ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-158 |
0-068 |
0.2% |
124-232 |
| High |
124-145 |
124-208 |
0-062 |
0.2% |
125-030 |
| Low |
124-072 |
124-115 |
0-042 |
0.1% |
124-052 |
| Close |
124-130 |
124-148 |
0-018 |
0.0% |
124-138 |
| Range |
0-072 |
0-092 |
0-020 |
27.6% |
0-298 |
| ATR |
0-099 |
0-099 |
0-000 |
-0.5% |
0-000 |
| Volume |
3,662 |
3,203 |
-459 |
-12.5% |
130,052 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-114 |
125-063 |
124-198 |
|
| R3 |
125-022 |
124-291 |
124-173 |
|
| R2 |
124-249 |
124-249 |
124-164 |
|
| R1 |
124-198 |
124-198 |
124-156 |
124-178 |
| PP |
124-157 |
124-157 |
124-157 |
124-146 |
| S1 |
124-106 |
124-106 |
124-139 |
124-085 |
| S2 |
124-064 |
124-064 |
124-131 |
|
| S3 |
123-292 |
124-013 |
124-122 |
|
| S4 |
123-199 |
123-241 |
124-097 |
|
|
| 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 |
124-208 |
124-018 |
0-190 |
0.5% |
0-088 |
0.2% |
68% |
True |
False |
12,199 |
| 10 |
125-030 |
124-018 |
1-012 |
0.8% |
0-108 |
0.3% |
39% |
False |
False |
30,081 |
| 20 |
125-290 |
124-002 |
1-288 |
1.5% |
0-105 |
0.3% |
24% |
False |
False |
904,342 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-076 |
0.2% |
22% |
False |
False |
870,811 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-067 |
0.2% |
20% |
False |
False |
814,387 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-063 |
0.2% |
20% |
False |
False |
786,071 |
| 100 |
126-088 |
124-002 |
2-085 |
1.8% |
0-062 |
0.2% |
20% |
False |
False |
629,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-281 |
|
2.618 |
125-130 |
|
1.618 |
125-037 |
|
1.000 |
124-300 |
|
0.618 |
124-265 |
|
HIGH |
124-208 |
|
0.618 |
124-172 |
|
0.500 |
124-161 |
|
0.382 |
124-150 |
|
LOW |
124-115 |
|
0.618 |
124-058 |
|
1.000 |
124-022 |
|
1.618 |
123-285 |
|
2.618 |
123-193 |
|
4.250 |
123-042 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-161 |
124-138 |
| PP |
124-157 |
124-128 |
| S1 |
124-152 |
124-118 |
|