ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
124-078 |
124-098 |
0-020 |
0.1% |
124-055 |
High |
124-100 |
124-112 |
0-012 |
0.0% |
124-192 |
Low |
124-005 |
124-038 |
0-032 |
0.1% |
123-315 |
Close |
124-045 |
124-072 |
0-028 |
0.1% |
124-045 |
Range |
0-095 |
0-075 |
-0-020 |
-21.1% |
0-198 |
ATR |
0-101 |
0-100 |
-0-002 |
-1.9% |
0-000 |
Volume |
6,456 |
1,325 |
-5,131 |
-79.5% |
29,146 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-299 |
124-261 |
124-114 |
|
R3 |
124-224 |
124-186 |
124-093 |
|
R2 |
124-149 |
124-149 |
124-086 |
|
R1 |
124-111 |
124-111 |
124-079 |
124-092 |
PP |
124-074 |
124-074 |
124-074 |
124-065 |
S1 |
124-036 |
124-036 |
124-066 |
124-018 |
S2 |
123-319 |
123-319 |
124-059 |
|
S3 |
123-244 |
123-281 |
124-052 |
|
S4 |
123-169 |
123-206 |
124-031 |
|
|
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% |
0-090 |
0.2% |
39% |
False |
False |
4,871 |
10 |
124-208 |
123-315 |
0-212 |
0.5% |
0-084 |
0.2% |
36% |
False |
False |
4,203 |
20 |
125-155 |
123-315 |
1-160 |
1.2% |
0-112 |
0.3% |
16% |
False |
False |
378,944 |
40 |
126-025 |
123-315 |
2-030 |
1.7% |
0-082 |
0.2% |
12% |
False |
False |
729,295 |
60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-071 |
0.2% |
11% |
False |
False |
746,311 |
80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-067 |
0.2% |
11% |
False |
False |
749,016 |
100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-066 |
0.2% |
11% |
False |
False |
629,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-111 |
2.618 |
124-309 |
1.618 |
124-234 |
1.000 |
124-188 |
0.618 |
124-159 |
HIGH |
124-112 |
0.618 |
124-084 |
0.500 |
124-075 |
0.382 |
124-066 |
LOW |
124-038 |
0.618 |
123-311 |
1.000 |
123-282 |
1.618 |
123-236 |
2.618 |
123-161 |
4.250 |
123-039 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
124-075 |
124-066 |
PP |
124-074 |
124-060 |
S1 |
124-073 |
124-054 |
|