ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-232 |
124-262 |
0-030 |
0.1% |
125-115 |
| High |
124-278 |
125-030 |
0-072 |
0.2% |
125-155 |
| Low |
124-212 |
124-235 |
0-022 |
0.1% |
124-002 |
| Close |
124-240 |
124-300 |
0-060 |
0.2% |
124-132 |
| Range |
0-065 |
0-115 |
0-050 |
76.9% |
1-152 |
| ATR |
0-097 |
0-098 |
0-001 |
1.4% |
0-000 |
| Volume |
34,578 |
26,102 |
-8,476 |
-24.5% |
9,791,027 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-000 |
125-265 |
125-043 |
|
| R3 |
125-205 |
125-150 |
125-012 |
|
| R2 |
125-090 |
125-090 |
125-001 |
|
| R1 |
125-035 |
125-035 |
124-311 |
125-062 |
| PP |
124-295 |
124-295 |
124-295 |
124-309 |
| S1 |
124-240 |
124-240 |
124-289 |
124-268 |
| S2 |
124-180 |
124-180 |
124-279 |
|
| S3 |
124-065 |
124-125 |
124-268 |
|
| S4 |
123-270 |
124-010 |
124-237 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-021 |
128-069 |
125-072 |
|
| R3 |
127-188 |
126-237 |
124-262 |
|
| R2 |
126-036 |
126-036 |
124-219 |
|
| R1 |
125-084 |
125-084 |
124-176 |
124-304 |
| PP |
124-203 |
124-203 |
124-203 |
124-153 |
| S1 |
123-252 |
123-252 |
124-089 |
123-151 |
| S2 |
123-051 |
123-051 |
124-046 |
|
| S3 |
121-218 |
122-099 |
124-003 |
|
| S4 |
120-066 |
120-267 |
123-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-155 |
124-002 |
1-152 |
1.2% |
0-180 |
0.5% |
63% |
False |
False |
871,057 |
| 10 |
125-170 |
124-002 |
1-168 |
1.2% |
0-122 |
0.3% |
61% |
False |
False |
1,462,873 |
| 20 |
125-318 |
124-002 |
1-315 |
1.6% |
0-086 |
0.2% |
47% |
False |
False |
1,191,481 |
| 40 |
126-072 |
124-002 |
2-070 |
1.8% |
0-070 |
0.2% |
42% |
False |
False |
1,045,912 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-062 |
0.2% |
42% |
False |
False |
889,403 |
| 80 |
126-088 |
124-002 |
2-085 |
1.8% |
0-063 |
0.2% |
41% |
False |
False |
785,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-199 |
|
2.618 |
126-011 |
|
1.618 |
125-216 |
|
1.000 |
125-145 |
|
0.618 |
125-101 |
|
HIGH |
125-030 |
|
0.618 |
124-306 |
|
0.500 |
124-292 |
|
0.382 |
124-279 |
|
LOW |
124-235 |
|
0.618 |
124-164 |
|
1.000 |
124-120 |
|
1.618 |
124-049 |
|
2.618 |
123-254 |
|
4.250 |
123-066 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-298 |
124-265 |
| PP |
124-295 |
124-231 |
| S1 |
124-292 |
124-196 |
|