ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-140 |
124-000 |
-0-140 |
-0.4% |
124-098 |
| High |
124-145 |
124-075 |
-0-070 |
-0.2% |
124-178 |
| Low |
124-060 |
123-310 |
-0-070 |
-0.2% |
124-038 |
| Close |
124-072 |
124-045 |
-0-028 |
-0.1% |
124-122 |
| Range |
0-085 |
0-085 |
0-000 |
0.0% |
0-140 |
| ATR |
0-089 |
0-089 |
0-000 |
-0.3% |
0-000 |
| Volume |
4,560 |
3,080 |
-1,480 |
-32.5% |
8,817 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-292 |
124-253 |
124-092 |
|
| R3 |
124-207 |
124-168 |
124-068 |
|
| R2 |
124-122 |
124-122 |
124-061 |
|
| R1 |
124-083 |
124-083 |
124-053 |
124-102 |
| PP |
124-037 |
124-037 |
124-037 |
124-046 |
| S1 |
123-318 |
123-318 |
124-037 |
124-018 |
| S2 |
123-272 |
123-272 |
124-029 |
|
| S3 |
123-187 |
123-233 |
124-022 |
|
| S4 |
123-102 |
123-148 |
123-318 |
|
|
| 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 |
123-310 |
0-188 |
0.5% |
0-068 |
0.2% |
29% |
False |
True |
2,708 |
| 10 |
124-192 |
123-310 |
0-202 |
0.5% |
0-082 |
0.2% |
27% |
False |
True |
3,896 |
| 20 |
124-315 |
123-310 |
1-005 |
0.8% |
0-085 |
0.2% |
17% |
False |
True |
7,332 |
| 40 |
125-318 |
123-310 |
2-008 |
1.6% |
0-085 |
0.2% |
8% |
False |
True |
599,407 |
| 60 |
126-072 |
123-310 |
2-082 |
1.8% |
0-075 |
0.2% |
8% |
False |
True |
699,718 |
| 80 |
126-072 |
123-310 |
2-082 |
1.8% |
0-068 |
0.2% |
8% |
False |
True |
668,885 |
| 100 |
126-088 |
123-310 |
2-098 |
1.9% |
0-067 |
0.2% |
7% |
False |
True |
629,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-116 |
|
2.618 |
124-298 |
|
1.618 |
124-213 |
|
1.000 |
124-160 |
|
0.618 |
124-128 |
|
HIGH |
124-075 |
|
0.618 |
124-043 |
|
0.500 |
124-032 |
|
0.382 |
124-022 |
|
LOW |
123-310 |
|
0.618 |
123-257 |
|
1.000 |
123-225 |
|
1.618 |
123-172 |
|
2.618 |
123-087 |
|
4.250 |
122-269 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-041 |
124-082 |
| PP |
124-037 |
124-070 |
| S1 |
124-032 |
124-058 |
|