ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
124-185 |
0-050 |
0.1% |
124-312 |
| High |
124-195 |
124-190 |
-0-005 |
0.0% |
125-038 |
| Low |
124-102 |
124-055 |
-0-048 |
-0.1% |
123-178 |
| Close |
124-172 |
124-085 |
-0-088 |
-0.2% |
123-310 |
| Range |
0-092 |
0-135 |
0-042 |
45.9% |
1-180 |
| ATR |
0-096 |
0-099 |
0-003 |
2.9% |
0-000 |
| Volume |
954,527 |
1,132,039 |
177,512 |
18.6% |
11,135,303 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-195 |
125-115 |
124-159 |
|
| R3 |
125-060 |
124-300 |
124-122 |
|
| R2 |
124-245 |
124-245 |
124-110 |
|
| R1 |
124-165 |
124-165 |
124-097 |
124-138 |
| PP |
124-110 |
124-110 |
124-110 |
124-096 |
| S1 |
124-030 |
124-030 |
124-073 |
124-002 |
| S2 |
123-295 |
123-295 |
124-060 |
|
| S3 |
123-160 |
123-215 |
124-048 |
|
| S4 |
123-025 |
123-080 |
124-011 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-288 |
127-319 |
124-265 |
|
| R3 |
127-108 |
126-139 |
124-128 |
|
| R2 |
125-248 |
125-248 |
124-082 |
|
| R1 |
124-279 |
124-279 |
124-036 |
124-174 |
| PP |
124-068 |
124-068 |
124-068 |
124-016 |
| S1 |
123-099 |
123-099 |
123-264 |
122-314 |
| S2 |
122-208 |
122-208 |
123-218 |
|
| S3 |
121-028 |
121-239 |
123-172 |
|
| S4 |
119-168 |
120-059 |
123-035 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-124 |
|
2.618 |
125-223 |
|
1.618 |
125-088 |
|
1.000 |
125-005 |
|
0.618 |
124-273 |
|
HIGH |
124-190 |
|
0.618 |
124-138 |
|
0.500 |
124-122 |
|
0.382 |
124-107 |
|
LOW |
124-055 |
|
0.618 |
123-292 |
|
1.000 |
123-240 |
|
1.618 |
123-157 |
|
2.618 |
123-022 |
|
4.250 |
122-121 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-122 |
124-125 |
| PP |
124-110 |
124-112 |
| S1 |
124-098 |
124-098 |
|