ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-000 |
124-028 |
0-028 |
0.1% |
124-098 |
| High |
124-075 |
124-075 |
0-000 |
0.0% |
124-178 |
| Low |
123-310 |
124-028 |
0-038 |
0.1% |
124-038 |
| Close |
124-045 |
124-035 |
-0-010 |
0.0% |
124-122 |
| Range |
0-085 |
0-048 |
-0-038 |
-44.1% |
0-140 |
| ATR |
0-089 |
0-086 |
-0-003 |
-3.3% |
0-000 |
| Volume |
3,080 |
159 |
-2,921 |
-94.8% |
8,817 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-188 |
124-159 |
124-061 |
|
| R3 |
124-141 |
124-112 |
124-048 |
|
| R2 |
124-093 |
124-093 |
124-044 |
|
| R1 |
124-064 |
124-064 |
124-039 |
124-079 |
| PP |
124-046 |
124-046 |
124-046 |
124-053 |
| S1 |
124-017 |
124-017 |
124-031 |
124-031 |
| S2 |
123-318 |
123-318 |
124-026 |
|
| S3 |
123-271 |
123-289 |
124-022 |
|
| S4 |
123-223 |
123-242 |
124-009 |
|
|
| 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% |
24% |
False |
False |
2,536 |
| 10 |
124-178 |
123-310 |
0-188 |
0.5% |
0-072 |
0.2% |
24% |
False |
False |
3,036 |
| 20 |
124-250 |
123-310 |
0-260 |
0.7% |
0-081 |
0.2% |
17% |
False |
False |
6,855 |
| 40 |
125-290 |
123-310 |
1-300 |
1.6% |
0-086 |
0.2% |
7% |
False |
False |
580,003 |
| 60 |
126-070 |
123-310 |
2-080 |
1.8% |
0-075 |
0.2% |
6% |
False |
False |
686,773 |
| 80 |
126-072 |
123-310 |
2-082 |
1.8% |
0-068 |
0.2% |
6% |
False |
False |
659,865 |
| 100 |
126-088 |
123-310 |
2-098 |
1.9% |
0-066 |
0.2% |
6% |
False |
False |
629,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-277 |
|
2.618 |
124-199 |
|
1.618 |
124-152 |
|
1.000 |
124-122 |
|
0.618 |
124-104 |
|
HIGH |
124-075 |
|
0.618 |
124-057 |
|
0.500 |
124-051 |
|
0.382 |
124-046 |
|
LOW |
124-028 |
|
0.618 |
123-318 |
|
1.000 |
123-300 |
|
1.618 |
123-271 |
|
2.618 |
123-223 |
|
4.250 |
123-146 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-051 |
124-068 |
| PP |
124-046 |
124-057 |
| S1 |
124-040 |
124-046 |
|