ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 23-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
124-098 |
124-112 |
0-015 |
0.0% |
124-055 |
High |
124-112 |
124-135 |
0-022 |
0.1% |
124-192 |
Low |
124-038 |
124-065 |
0-028 |
0.1% |
123-315 |
Close |
124-072 |
124-115 |
0-042 |
0.1% |
124-045 |
Range |
0-075 |
0-070 |
-0-005 |
-6.7% |
0-198 |
ATR |
0-100 |
0-097 |
-0-002 |
-2.1% |
0-000 |
Volume |
1,325 |
1,590 |
265 |
20.0% |
29,146 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-315 |
124-285 |
124-154 |
|
R3 |
124-245 |
124-215 |
124-134 |
|
R2 |
124-175 |
124-175 |
124-128 |
|
R1 |
124-145 |
124-145 |
124-121 |
124-160 |
PP |
124-105 |
124-105 |
124-105 |
124-112 |
S1 |
124-075 |
124-075 |
124-109 |
124-090 |
S2 |
124-035 |
124-035 |
124-102 |
|
S3 |
123-285 |
124-005 |
124-096 |
|
S4 |
123-215 |
123-255 |
124-076 |
|
|
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% |
0-097 |
0.2% |
61% |
False |
False |
5,085 |
10 |
124-208 |
123-315 |
0-212 |
0.5% |
0-084 |
0.2% |
56% |
False |
False |
4,058 |
20 |
125-155 |
123-315 |
1-160 |
1.2% |
0-113 |
0.3% |
25% |
False |
False |
224,419 |
40 |
126-025 |
123-315 |
2-030 |
1.7% |
0-082 |
0.2% |
18% |
False |
False |
711,830 |
60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-072 |
0.2% |
17% |
False |
False |
736,512 |
80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-067 |
0.2% |
17% |
False |
False |
727,442 |
100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-066 |
0.2% |
16% |
False |
False |
629,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-112 |
2.618 |
124-318 |
1.618 |
124-248 |
1.000 |
124-205 |
0.618 |
124-178 |
HIGH |
124-135 |
0.618 |
124-108 |
0.500 |
124-100 |
0.382 |
124-092 |
LOW |
124-065 |
0.618 |
124-022 |
1.000 |
123-315 |
1.618 |
123-272 |
2.618 |
123-202 |
4.250 |
123-088 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
124-110 |
124-100 |
PP |
124-105 |
124-085 |
S1 |
124-100 |
124-070 |
|