ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-112 |
124-152 |
0-040 |
0.1% |
124-055 |
| High |
124-135 |
124-158 |
0-022 |
0.1% |
124-192 |
| Low |
124-065 |
124-110 |
0-045 |
0.1% |
123-315 |
| Close |
124-115 |
124-140 |
0-025 |
0.1% |
124-045 |
| Range |
0-070 |
0-048 |
-0-022 |
-32.1% |
0-198 |
| ATR |
0-097 |
0-094 |
-0-004 |
-3.7% |
0-000 |
| Volume |
1,590 |
1,018 |
-572 |
-36.0% |
29,146 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-278 |
124-257 |
124-166 |
|
| R3 |
124-231 |
124-209 |
124-153 |
|
| R2 |
124-183 |
124-183 |
124-149 |
|
| R1 |
124-162 |
124-162 |
124-144 |
124-149 |
| PP |
124-136 |
124-136 |
124-136 |
124-129 |
| S1 |
124-114 |
124-114 |
124-136 |
124-101 |
| S2 |
124-088 |
124-088 |
124-131 |
|
| S3 |
124-041 |
124-067 |
124-127 |
|
| S4 |
123-313 |
124-019 |
124-114 |
|
|
| 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 |
124-158 |
123-315 |
0-162 |
0.4% |
0-076 |
0.2% |
89% |
True |
False |
3,535 |
| 10 |
124-208 |
123-315 |
0-212 |
0.5% |
0-081 |
0.2% |
68% |
False |
False |
3,793 |
| 20 |
125-080 |
123-315 |
1-085 |
1.0% |
0-110 |
0.3% |
36% |
False |
False |
79,843 |
| 40 |
126-025 |
123-315 |
2-030 |
1.7% |
0-083 |
0.2% |
22% |
False |
False |
695,175 |
| 60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-072 |
0.2% |
20% |
False |
False |
733,284 |
| 80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-067 |
0.2% |
20% |
False |
False |
713,052 |
| 100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-066 |
0.2% |
20% |
False |
False |
629,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-039 |
|
2.618 |
124-282 |
|
1.618 |
124-234 |
|
1.000 |
124-205 |
|
0.618 |
124-187 |
|
HIGH |
124-158 |
|
0.618 |
124-139 |
|
0.500 |
124-134 |
|
0.382 |
124-128 |
|
LOW |
124-110 |
|
0.618 |
124-081 |
|
1.000 |
124-062 |
|
1.618 |
124-033 |
|
2.618 |
123-306 |
|
4.250 |
123-228 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-138 |
124-126 |
| PP |
124-136 |
124-112 |
| S1 |
124-134 |
124-098 |
|