ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 19-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
124-085 |
124-078 |
-0-008 |
0.0% |
124-055 |
High |
124-085 |
124-100 |
0-015 |
0.0% |
124-192 |
Low |
123-315 |
124-005 |
0-010 |
0.0% |
123-315 |
Close |
124-052 |
124-045 |
-0-008 |
0.0% |
124-045 |
Range |
0-090 |
0-095 |
0-005 |
5.6% |
0-198 |
ATR |
0-102 |
0-101 |
0-000 |
-0.5% |
0-000 |
Volume |
7,290 |
6,456 |
-834 |
-11.4% |
29,146 |
|
Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-015 |
124-285 |
124-097 |
|
R3 |
124-240 |
124-190 |
124-071 |
|
R2 |
124-145 |
124-145 |
124-062 |
|
R1 |
124-095 |
124-095 |
124-054 |
124-072 |
PP |
124-050 |
124-050 |
124-050 |
124-039 |
S1 |
124-000 |
124-000 |
124-036 |
123-298 |
S2 |
123-275 |
123-275 |
124-028 |
|
S3 |
123-180 |
123-225 |
124-019 |
|
S4 |
123-085 |
123-130 |
123-313 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-030 |
125-235 |
124-154 |
|
R3 |
125-152 |
125-038 |
124-099 |
|
R2 |
124-275 |
124-275 |
124-081 |
|
R1 |
124-160 |
124-160 |
124-063 |
124-119 |
PP |
124-078 |
124-078 |
124-078 |
124-057 |
S1 |
123-282 |
123-282 |
124-027 |
123-241 |
S2 |
123-200 |
123-200 |
124-009 |
|
S3 |
123-002 |
123-085 |
123-311 |
|
S4 |
122-125 |
122-208 |
123-256 |
|
|
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% |
0-084 |
0.2% |
25% |
False |
False |
5,829 |
10 |
124-208 |
123-315 |
0-212 |
0.5% |
0-085 |
0.2% |
24% |
False |
False |
6,081 |
20 |
125-155 |
123-315 |
1-160 |
1.2% |
0-112 |
0.3% |
10% |
False |
False |
499,094 |
40 |
126-025 |
123-315 |
2-030 |
1.7% |
0-081 |
0.2% |
7% |
False |
False |
748,087 |
60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-071 |
0.2% |
7% |
False |
False |
753,678 |
80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-066 |
0.2% |
7% |
False |
False |
773,235 |
100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-065 |
0.2% |
7% |
False |
False |
629,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-184 |
2.618 |
125-029 |
1.618 |
124-254 |
1.000 |
124-195 |
0.618 |
124-159 |
HIGH |
124-100 |
0.618 |
124-064 |
0.500 |
124-052 |
0.382 |
124-041 |
LOW |
124-005 |
0.618 |
123-266 |
1.000 |
123-230 |
1.618 |
123-171 |
2.618 |
123-076 |
4.250 |
122-241 |
|
|
Fisher Pivots for day following 19-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
124-052 |
124-094 |
PP |
124-050 |
124-078 |
S1 |
124-048 |
124-061 |
|