ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
136-260 |
136-145 |
-0-115 |
-0.3% |
136-215 |
| High |
136-300 |
136-150 |
-0-150 |
-0.3% |
137-020 |
| Low |
136-150 |
135-205 |
-0-265 |
-0.6% |
136-145 |
| Close |
136-175 |
135-250 |
-0-245 |
-0.6% |
136-175 |
| Range |
0-150 |
0-265 |
0-115 |
76.7% |
0-195 |
| ATR |
0-114 |
0-126 |
0-013 |
11.1% |
0-000 |
| Volume |
1,558,315 |
3,257,558 |
1,699,243 |
109.0% |
7,086,474 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-143 |
137-302 |
136-076 |
|
| R3 |
137-198 |
137-037 |
136-003 |
|
| R2 |
136-253 |
136-253 |
135-299 |
|
| R1 |
136-092 |
136-092 |
135-274 |
136-040 |
| PP |
135-308 |
135-308 |
135-308 |
135-282 |
| S1 |
135-147 |
135-147 |
135-226 |
135-095 |
| S2 |
135-043 |
135-043 |
135-201 |
|
| S3 |
134-098 |
134-202 |
135-177 |
|
| S4 |
133-153 |
133-257 |
135-104 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-165 |
138-045 |
136-282 |
|
| R3 |
137-290 |
137-170 |
136-229 |
|
| R2 |
137-095 |
137-095 |
136-211 |
|
| R1 |
136-295 |
136-295 |
136-193 |
136-258 |
| PP |
136-220 |
136-220 |
136-220 |
136-201 |
| S1 |
136-100 |
136-100 |
136-157 |
136-062 |
| S2 |
136-025 |
136-025 |
136-139 |
|
| S3 |
135-150 |
135-225 |
136-121 |
|
| S4 |
134-275 |
135-030 |
136-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-020 |
135-205 |
1-135 |
1.0% |
0-139 |
0.3% |
10% |
False |
True |
1,800,246 |
| 10 |
137-070 |
135-205 |
1-185 |
1.2% |
0-122 |
0.3% |
9% |
False |
True |
1,669,676 |
| 20 |
137-205 |
135-205 |
2-000 |
1.5% |
0-115 |
0.3% |
7% |
False |
True |
1,618,866 |
| 40 |
138-080 |
135-205 |
2-195 |
1.9% |
0-118 |
0.3% |
5% |
False |
True |
1,472,390 |
| 60 |
138-080 |
135-205 |
2-195 |
1.9% |
0-118 |
0.3% |
5% |
False |
True |
1,387,263 |
| 80 |
138-300 |
135-205 |
3-095 |
2.4% |
0-130 |
0.3% |
4% |
False |
True |
1,042,645 |
| 100 |
139-315 |
135-205 |
4-110 |
3.2% |
0-120 |
0.3% |
3% |
False |
True |
834,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-316 |
|
2.618 |
138-204 |
|
1.618 |
137-259 |
|
1.000 |
137-095 |
|
0.618 |
136-314 |
|
HIGH |
136-150 |
|
0.618 |
136-049 |
|
0.500 |
136-018 |
|
0.382 |
135-306 |
|
LOW |
135-205 |
|
0.618 |
135-041 |
|
1.000 |
134-260 |
|
1.618 |
134-096 |
|
2.618 |
133-151 |
|
4.250 |
132-039 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
136-018 |
136-112 |
| PP |
135-308 |
136-052 |
| S1 |
135-279 |
135-311 |
|