ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 17-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
131-310 |
131-285 |
-0-025 |
-0.1% |
132-020 |
High |
132-055 |
132-090 |
0-035 |
0.1% |
133-005 |
Low |
131-275 |
131-155 |
-0-120 |
-0.3% |
131-230 |
Close |
131-305 |
132-030 |
0-045 |
0.1% |
131-250 |
Range |
0-100 |
0-255 |
0-155 |
155.0% |
1-095 |
ATR |
0-197 |
0-201 |
0-004 |
2.1% |
0-000 |
Volume |
1,513,602 |
2,530,521 |
1,016,919 |
67.2% |
9,925,980 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-110 |
134-005 |
132-170 |
|
R3 |
133-175 |
133-070 |
132-100 |
|
R2 |
132-240 |
132-240 |
132-077 |
|
R1 |
132-135 |
132-135 |
132-053 |
132-188 |
PP |
131-305 |
131-305 |
131-305 |
132-011 |
S1 |
131-200 |
131-200 |
132-007 |
131-252 |
S2 |
131-050 |
131-050 |
131-303 |
|
S3 |
130-115 |
130-265 |
131-280 |
|
S4 |
129-180 |
130-010 |
131-210 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-020 |
135-070 |
132-158 |
|
R3 |
134-245 |
133-295 |
132-044 |
|
R2 |
133-150 |
133-150 |
132-006 |
|
R1 |
132-200 |
132-200 |
131-288 |
132-128 |
PP |
132-055 |
132-055 |
132-055 |
132-019 |
S1 |
131-105 |
131-105 |
131-212 |
131-032 |
S2 |
130-280 |
130-280 |
131-174 |
|
S3 |
129-185 |
130-010 |
131-136 |
|
S4 |
128-090 |
128-235 |
131-022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-005 |
131-155 |
1-170 |
1.2% |
0-187 |
0.4% |
40% |
False |
True |
1,945,808 |
10 |
133-060 |
131-155 |
1-225 |
1.3% |
0-197 |
0.5% |
36% |
False |
True |
2,035,051 |
20 |
134-305 |
131-155 |
3-150 |
2.6% |
0-228 |
0.5% |
18% |
False |
True |
2,115,182 |
40 |
136-205 |
131-155 |
5-050 |
3.9% |
0-171 |
0.4% |
12% |
False |
True |
1,072,331 |
60 |
137-085 |
131-155 |
5-250 |
4.4% |
0-148 |
0.4% |
11% |
False |
True |
715,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-214 |
2.618 |
134-118 |
1.618 |
133-183 |
1.000 |
133-025 |
0.618 |
132-248 |
HIGH |
132-090 |
0.618 |
131-313 |
0.500 |
131-282 |
0.382 |
131-252 |
LOW |
131-155 |
0.618 |
130-317 |
1.000 |
130-220 |
1.618 |
130-062 |
2.618 |
129-127 |
4.250 |
128-031 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
132-008 |
132-008 |
PP |
131-305 |
131-305 |
S1 |
131-282 |
131-282 |
|