ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-140 |
124-175 |
0-035 |
0.1% |
124-098 |
| High |
124-178 |
124-175 |
-0-002 |
0.0% |
124-178 |
| Low |
124-122 |
124-108 |
-0-015 |
0.0% |
124-038 |
| Close |
124-172 |
124-122 |
-0-050 |
-0.1% |
124-122 |
| Range |
0-055 |
0-068 |
0-012 |
22.7% |
0-140 |
| ATR |
0-091 |
0-089 |
-0-002 |
-1.8% |
0-000 |
| Volume |
352 |
4,532 |
4,180 |
1,187.5% |
8,817 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-018 |
124-298 |
124-160 |
|
| R3 |
124-270 |
124-230 |
124-141 |
|
| R2 |
124-202 |
124-202 |
124-135 |
|
| R1 |
124-162 |
124-162 |
124-129 |
124-149 |
| PP |
124-135 |
124-135 |
124-135 |
124-128 |
| S1 |
124-095 |
124-095 |
124-116 |
124-081 |
| S2 |
124-068 |
124-068 |
124-110 |
|
| S3 |
124-000 |
124-028 |
124-104 |
|
| S4 |
123-252 |
123-280 |
124-085 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-212 |
125-148 |
124-200 |
|
| R3 |
125-072 |
125-008 |
124-161 |
|
| R2 |
124-252 |
124-252 |
124-148 |
|
| R1 |
124-188 |
124-188 |
124-135 |
124-220 |
| PP |
124-112 |
124-112 |
124-112 |
124-129 |
| S1 |
124-048 |
124-048 |
124-110 |
124-080 |
| S2 |
123-292 |
123-292 |
124-097 |
|
| S3 |
123-152 |
123-228 |
124-084 |
|
| S4 |
123-012 |
123-088 |
124-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-178 |
124-038 |
0-140 |
0.4% |
0-063 |
0.2% |
61% |
False |
False |
1,763 |
| 10 |
124-192 |
123-315 |
0-198 |
0.5% |
0-074 |
0.2% |
65% |
False |
False |
3,796 |
| 20 |
125-030 |
123-315 |
1-035 |
0.9% |
0-085 |
0.2% |
36% |
False |
False |
9,984 |
| 40 |
126-008 |
123-315 |
2-012 |
1.6% |
0-083 |
0.2% |
20% |
False |
False |
650,689 |
| 60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-073 |
0.2% |
18% |
False |
False |
717,191 |
| 80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-068 |
0.2% |
18% |
False |
False |
695,118 |
| 100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-066 |
0.2% |
17% |
False |
False |
629,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-142 |
|
2.618 |
125-032 |
|
1.618 |
124-284 |
|
1.000 |
124-242 |
|
0.618 |
124-217 |
|
HIGH |
124-175 |
|
0.618 |
124-149 |
|
0.500 |
124-141 |
|
0.382 |
124-133 |
|
LOW |
124-108 |
|
0.618 |
124-066 |
|
1.000 |
124-040 |
|
1.618 |
123-318 |
|
2.618 |
123-251 |
|
4.250 |
123-141 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-141 |
124-142 |
| PP |
124-135 |
124-136 |
| S1 |
124-129 |
124-129 |
|