ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-152 |
124-140 |
-0-012 |
0.0% |
124-055 |
| High |
124-158 |
124-178 |
0-020 |
0.1% |
124-192 |
| Low |
124-110 |
124-122 |
0-012 |
0.0% |
123-315 |
| Close |
124-140 |
124-172 |
0-032 |
0.1% |
124-045 |
| Range |
0-048 |
0-055 |
0-008 |
15.8% |
0-198 |
| ATR |
0-094 |
0-091 |
-0-003 |
-3.0% |
0-000 |
| Volume |
1,018 |
352 |
-666 |
-65.4% |
29,146 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-002 |
124-302 |
124-203 |
|
| R3 |
124-268 |
124-248 |
124-188 |
|
| R2 |
124-212 |
124-212 |
124-183 |
|
| R1 |
124-192 |
124-192 |
124-178 |
124-202 |
| PP |
124-158 |
124-158 |
124-158 |
124-162 |
| S1 |
124-138 |
124-138 |
124-167 |
124-148 |
| S2 |
124-102 |
124-102 |
124-162 |
|
| S3 |
124-048 |
124-082 |
124-157 |
|
| S4 |
123-312 |
124-028 |
124-142 |
|
|
| 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 |
124-178 |
124-005 |
0-172 |
0.4% |
0-068 |
0.2% |
97% |
True |
False |
2,148 |
| 10 |
124-192 |
123-315 |
0-198 |
0.5% |
0-077 |
0.2% |
90% |
False |
False |
3,508 |
| 20 |
125-030 |
123-315 |
1-035 |
0.9% |
0-092 |
0.2% |
50% |
False |
False |
16,795 |
| 40 |
126-010 |
123-315 |
2-015 |
1.6% |
0-083 |
0.2% |
27% |
False |
False |
676,798 |
| 60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-072 |
0.2% |
25% |
False |
False |
724,846 |
| 80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-067 |
0.2% |
25% |
False |
False |
707,862 |
| 100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-066 |
0.2% |
24% |
False |
False |
629,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-091 |
|
2.618 |
125-001 |
|
1.618 |
124-266 |
|
1.000 |
124-232 |
|
0.618 |
124-211 |
|
HIGH |
124-178 |
|
0.618 |
124-156 |
|
0.500 |
124-150 |
|
0.382 |
124-144 |
|
LOW |
124-122 |
|
0.618 |
124-089 |
|
1.000 |
124-068 |
|
1.618 |
124-034 |
|
2.618 |
123-299 |
|
4.250 |
123-209 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-165 |
124-155 |
| PP |
124-158 |
124-138 |
| S1 |
124-150 |
124-121 |
|