ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-078 |
124-085 |
0-008 |
0.0% |
124-095 |
| High |
124-192 |
124-085 |
-0-108 |
-0.3% |
124-208 |
| Low |
124-038 |
123-315 |
-0-042 |
-0.1% |
124-018 |
| Close |
124-172 |
124-052 |
-0-120 |
-0.3% |
124-058 |
| Range |
0-155 |
0-090 |
-0-065 |
-41.9% |
0-190 |
| ATR |
0-096 |
0-102 |
0-006 |
6.1% |
0-000 |
| Volume |
8,765 |
7,290 |
-1,475 |
-16.8% |
31,673 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-314 |
124-273 |
124-102 |
|
| R3 |
124-224 |
124-183 |
124-077 |
|
| R2 |
124-134 |
124-134 |
124-069 |
|
| R1 |
124-093 |
124-093 |
124-061 |
124-069 |
| PP |
124-044 |
124-044 |
124-044 |
124-032 |
| S1 |
124-003 |
124-003 |
124-044 |
123-299 |
| S2 |
123-274 |
123-274 |
124-036 |
|
| S3 |
123-184 |
123-233 |
124-028 |
|
| S4 |
123-094 |
123-143 |
124-003 |
|
|
| 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 |
124-192 |
123-315 |
0-198 |
0.5% |
0-086 |
0.2% |
29% |
False |
True |
4,868 |
| 10 |
124-208 |
123-315 |
0-212 |
0.5% |
0-087 |
0.2% |
27% |
False |
True |
8,534 |
| 20 |
125-160 |
123-315 |
1-165 |
1.2% |
0-110 |
0.3% |
12% |
False |
True |
595,291 |
| 40 |
126-025 |
123-315 |
2-030 |
1.7% |
0-080 |
0.2% |
9% |
False |
True |
764,621 |
| 60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-070 |
0.2% |
8% |
False |
True |
764,794 |
| 80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-065 |
0.2% |
8% |
False |
True |
779,576 |
| 100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-064 |
0.2% |
8% |
False |
True |
629,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-148 |
|
2.618 |
125-001 |
|
1.618 |
124-231 |
|
1.000 |
124-175 |
|
0.618 |
124-141 |
|
HIGH |
124-085 |
|
0.618 |
124-051 |
|
0.500 |
124-040 |
|
0.382 |
124-029 |
|
LOW |
123-315 |
|
0.618 |
123-259 |
|
1.000 |
123-225 |
|
1.618 |
123-169 |
|
2.618 |
123-079 |
|
4.250 |
122-252 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-048 |
124-094 |
| PP |
124-044 |
124-080 |
| S1 |
124-040 |
124-066 |
|