ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-158 |
124-142 |
-0-015 |
0.0% |
124-095 |
| High |
124-208 |
124-142 |
-0-065 |
-0.2% |
124-208 |
| Low |
124-115 |
124-038 |
-0-078 |
-0.2% |
124-018 |
| Close |
124-148 |
124-058 |
-0-090 |
-0.2% |
124-058 |
| Range |
0-092 |
0-105 |
0-012 |
13.5% |
0-190 |
| ATR |
0-099 |
0-100 |
0-001 |
0.8% |
0-000 |
| Volume |
3,203 |
1,654 |
-1,549 |
-48.4% |
31,673 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-074 |
125-011 |
124-115 |
|
| R3 |
124-289 |
124-226 |
124-086 |
|
| R2 |
124-184 |
124-184 |
124-077 |
|
| R1 |
124-121 |
124-121 |
124-067 |
124-100 |
| PP |
124-079 |
124-079 |
124-079 |
124-069 |
| S1 |
124-016 |
124-016 |
124-048 |
123-315 |
| S2 |
123-294 |
123-294 |
124-038 |
|
| S3 |
123-189 |
123-231 |
124-029 |
|
| S4 |
123-084 |
123-126 |
124-000 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-024 |
125-231 |
124-162 |
|
| R3 |
125-154 |
125-041 |
124-110 |
|
| R2 |
124-284 |
124-284 |
124-092 |
|
| R1 |
124-171 |
124-171 |
124-075 |
124-132 |
| PP |
124-094 |
124-094 |
124-094 |
124-075 |
| S1 |
123-301 |
123-301 |
124-040 |
123-262 |
| S2 |
123-224 |
123-224 |
124-023 |
|
| S3 |
123-034 |
123-111 |
124-005 |
|
| S4 |
122-164 |
122-241 |
123-273 |
|
|
| 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% |
0-086 |
0.2% |
21% |
False |
False |
6,334 |
| 10 |
125-030 |
124-018 |
1-012 |
0.8% |
0-097 |
0.2% |
12% |
False |
False |
16,172 |
| 20 |
125-280 |
124-002 |
1-278 |
1.5% |
0-109 |
0.3% |
9% |
False |
False |
865,895 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-077 |
0.2% |
8% |
False |
False |
843,817 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-068 |
0.2% |
8% |
False |
False |
805,512 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-063 |
0.2% |
8% |
False |
False |
785,972 |
| 100 |
126-088 |
124-002 |
2-085 |
1.8% |
0-063 |
0.2% |
8% |
False |
False |
629,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-269 |
|
2.618 |
125-097 |
|
1.618 |
124-312 |
|
1.000 |
124-248 |
|
0.618 |
124-207 |
|
HIGH |
124-142 |
|
0.618 |
124-102 |
|
0.500 |
124-090 |
|
0.382 |
124-078 |
|
LOW |
124-038 |
|
0.618 |
123-293 |
|
1.000 |
123-252 |
|
1.618 |
123-188 |
|
2.618 |
123-083 |
|
4.250 |
122-231 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-090 |
124-122 |
| PP |
124-079 |
124-101 |
| S1 |
124-068 |
124-079 |
|