ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-078 |
-0-012 |
0.0% |
124-095 |
| High |
124-110 |
124-192 |
0-082 |
0.2% |
124-208 |
| Low |
124-072 |
124-038 |
-0-035 |
-0.1% |
124-018 |
| Close |
124-092 |
124-172 |
0-080 |
0.2% |
124-058 |
| Range |
0-038 |
0-155 |
0-118 |
313.3% |
0-190 |
| ATR |
0-092 |
0-096 |
0-005 |
5.0% |
0-000 |
| Volume |
519 |
8,765 |
8,246 |
1,588.8% |
31,673 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-279 |
125-221 |
124-258 |
|
| R3 |
125-124 |
125-066 |
124-215 |
|
| R2 |
124-289 |
124-289 |
124-201 |
|
| R1 |
124-231 |
124-231 |
124-187 |
124-260 |
| PP |
124-134 |
124-134 |
124-134 |
124-149 |
| S1 |
124-076 |
124-076 |
124-158 |
124-105 |
| S2 |
123-299 |
123-299 |
124-144 |
|
| S3 |
123-144 |
123-241 |
124-130 |
|
| S4 |
122-309 |
123-086 |
124-087 |
|
|
| 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% |
0-086 |
0.2% |
79% |
False |
True |
4,051 |
| 10 |
124-250 |
124-018 |
0-232 |
0.6% |
0-090 |
0.2% |
67% |
False |
False |
10,675 |
| 20 |
125-170 |
124-002 |
1-168 |
1.2% |
0-108 |
0.3% |
35% |
False |
False |
654,452 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-078 |
0.2% |
26% |
False |
False |
781,466 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-069 |
0.2% |
24% |
False |
False |
772,826 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-065 |
0.2% |
24% |
False |
False |
784,007 |
| 100 |
126-088 |
124-002 |
2-085 |
1.8% |
0-064 |
0.2% |
23% |
False |
False |
629,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-211 |
|
2.618 |
125-278 |
|
1.618 |
125-123 |
|
1.000 |
125-028 |
|
0.618 |
124-288 |
|
HIGH |
124-192 |
|
0.618 |
124-133 |
|
0.500 |
124-115 |
|
0.382 |
124-097 |
|
LOW |
124-038 |
|
0.618 |
123-262 |
|
1.000 |
123-202 |
|
1.618 |
123-107 |
|
2.618 |
122-272 |
|
4.250 |
122-019 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-153 |
124-153 |
| PP |
124-134 |
124-134 |
| S1 |
124-115 |
124-115 |
|