ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-055 |
124-090 |
0-035 |
0.1% |
124-095 |
| High |
124-088 |
124-110 |
0-022 |
0.1% |
124-208 |
| Low |
124-045 |
124-072 |
0-028 |
0.1% |
124-018 |
| Close |
124-078 |
124-092 |
0-015 |
0.0% |
124-058 |
| Range |
0-042 |
0-038 |
-0-005 |
-11.8% |
0-190 |
| ATR |
0-096 |
0-092 |
-0-004 |
-4.3% |
0-000 |
| Volume |
6,116 |
519 |
-5,597 |
-91.5% |
31,673 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-204 |
124-186 |
124-113 |
|
| R3 |
124-167 |
124-148 |
124-103 |
|
| R2 |
124-129 |
124-129 |
124-099 |
|
| R1 |
124-111 |
124-111 |
124-096 |
124-120 |
| PP |
124-092 |
124-092 |
124-092 |
124-096 |
| S1 |
124-073 |
124-073 |
124-089 |
124-082 |
| S2 |
124-054 |
124-054 |
124-086 |
|
| S3 |
124-017 |
124-036 |
124-082 |
|
| S4 |
123-299 |
123-318 |
124-072 |
|
|
| 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 |
124-038 |
0-170 |
0.4% |
0-070 |
0.2% |
32% |
False |
False |
3,030 |
| 10 |
124-315 |
124-018 |
0-298 |
0.7% |
0-087 |
0.2% |
25% |
False |
False |
10,768 |
| 20 |
125-170 |
124-002 |
1-168 |
1.2% |
0-104 |
0.3% |
18% |
False |
False |
736,820 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-076 |
0.2% |
14% |
False |
False |
800,530 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-068 |
0.2% |
13% |
False |
False |
785,011 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-063 |
0.2% |
13% |
False |
False |
785,521 |
| 100 |
126-088 |
124-002 |
2-085 |
1.8% |
0-063 |
0.2% |
12% |
False |
False |
629,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-269 |
|
2.618 |
124-208 |
|
1.618 |
124-171 |
|
1.000 |
124-148 |
|
0.618 |
124-133 |
|
HIGH |
124-110 |
|
0.618 |
124-096 |
|
0.500 |
124-091 |
|
0.382 |
124-087 |
|
LOW |
124-072 |
|
0.618 |
124-049 |
|
1.000 |
124-035 |
|
1.618 |
124-012 |
|
2.618 |
123-294 |
|
4.250 |
123-233 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-092 |
124-092 |
| PP |
124-092 |
124-091 |
| S1 |
124-091 |
124-090 |
|