ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-175 |
124-140 |
-0-035 |
-0.1% |
124-098 |
| High |
124-175 |
124-145 |
-0-030 |
-0.1% |
124-178 |
| Low |
124-108 |
124-060 |
-0-048 |
-0.1% |
124-038 |
| Close |
124-122 |
124-072 |
-0-050 |
-0.1% |
124-122 |
| Range |
0-068 |
0-085 |
0-018 |
25.9% |
0-140 |
| ATR |
0-089 |
0-089 |
0-000 |
-0.3% |
0-000 |
| Volume |
4,532 |
4,560 |
28 |
0.6% |
8,817 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-028 |
124-295 |
124-119 |
|
| R3 |
124-262 |
124-210 |
124-096 |
|
| R2 |
124-178 |
124-178 |
124-088 |
|
| R1 |
124-125 |
124-125 |
124-080 |
124-109 |
| PP |
124-092 |
124-092 |
124-092 |
124-084 |
| S1 |
124-040 |
124-040 |
124-065 |
124-024 |
| S2 |
124-008 |
124-008 |
124-057 |
|
| S3 |
123-242 |
123-275 |
124-049 |
|
| S4 |
123-158 |
123-190 |
124-026 |
|
|
| 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 |
124-060 |
0-118 |
0.3% |
0-065 |
0.2% |
11% |
False |
True |
2,410 |
| 10 |
124-192 |
123-315 |
0-198 |
0.5% |
0-078 |
0.2% |
39% |
False |
False |
3,640 |
| 20 |
125-030 |
123-315 |
1-035 |
0.9% |
0-086 |
0.2% |
22% |
False |
False |
8,483 |
| 40 |
126-008 |
123-315 |
2-012 |
1.6% |
0-084 |
0.2% |
12% |
False |
False |
617,768 |
| 60 |
126-072 |
123-315 |
2-078 |
1.8% |
0-074 |
0.2% |
11% |
False |
False |
710,108 |
| 80 |
126-072 |
123-315 |
2-078 |
1.8% |
0-067 |
0.2% |
11% |
False |
False |
679,124 |
| 100 |
126-088 |
123-315 |
2-092 |
1.8% |
0-067 |
0.2% |
11% |
False |
False |
629,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-186 |
|
2.618 |
125-048 |
|
1.618 |
124-283 |
|
1.000 |
124-230 |
|
0.618 |
124-198 |
|
HIGH |
124-145 |
|
0.618 |
124-113 |
|
0.500 |
124-102 |
|
0.382 |
124-092 |
|
LOW |
124-060 |
|
0.618 |
124-007 |
|
1.000 |
123-295 |
|
1.618 |
123-242 |
|
2.618 |
123-157 |
|
4.250 |
123-019 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-102 |
124-119 |
| PP |
124-092 |
124-103 |
| S1 |
124-082 |
124-088 |
|