ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 18-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
131-285 |
131-305 |
0-020 |
0.0% |
132-020 |
High |
132-090 |
132-030 |
-0-060 |
-0.1% |
133-005 |
Low |
131-155 |
131-000 |
-0-155 |
-0.4% |
131-230 |
Close |
132-030 |
131-085 |
-0-265 |
-0.6% |
131-250 |
Range |
0-255 |
1-030 |
0-095 |
37.3% |
1-095 |
ATR |
0-201 |
0-212 |
0-011 |
5.3% |
0-000 |
Volume |
2,530,521 |
2,858,288 |
327,767 |
13.0% |
9,925,980 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-235 |
134-030 |
131-278 |
|
R3 |
133-205 |
133-000 |
131-181 |
|
R2 |
132-175 |
132-175 |
131-149 |
|
R1 |
131-290 |
131-290 |
131-117 |
131-218 |
PP |
131-145 |
131-145 |
131-145 |
131-109 |
S1 |
130-260 |
130-260 |
131-053 |
130-188 |
S2 |
130-115 |
130-115 |
131-021 |
|
S3 |
129-085 |
129-230 |
130-309 |
|
S4 |
128-055 |
128-200 |
130-212 |
|
|
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 |
132-180 |
131-000 |
1-180 |
1.2% |
0-217 |
0.5% |
17% |
False |
True |
2,109,460 |
10 |
133-005 |
131-000 |
2-005 |
1.5% |
0-202 |
0.5% |
13% |
False |
True |
2,093,636 |
20 |
134-260 |
131-000 |
3-260 |
2.9% |
0-239 |
0.6% |
7% |
False |
True |
2,248,991 |
40 |
136-205 |
131-000 |
5-205 |
4.3% |
0-178 |
0.4% |
5% |
False |
True |
1,143,526 |
60 |
137-085 |
131-000 |
6-085 |
4.8% |
0-154 |
0.4% |
4% |
False |
True |
762,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-238 |
2.618 |
134-306 |
1.618 |
133-276 |
1.000 |
133-060 |
0.618 |
132-246 |
HIGH |
132-030 |
0.618 |
131-216 |
0.500 |
131-175 |
0.382 |
131-134 |
LOW |
131-000 |
0.618 |
130-104 |
1.000 |
129-290 |
1.618 |
129-074 |
2.618 |
128-044 |
4.250 |
126-112 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
131-175 |
131-205 |
PP |
131-145 |
131-165 |
S1 |
131-115 |
131-125 |
|