ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
135-305 |
135-265 |
-0-040 |
-0.1% |
136-145 |
| High |
136-020 |
135-285 |
-0-055 |
-0.1% |
136-150 |
| Low |
135-200 |
135-105 |
-0-095 |
-0.2% |
135-105 |
| Close |
135-275 |
135-145 |
-0-130 |
-0.3% |
135-145 |
| Range |
0-140 |
0-180 |
0-040 |
28.6% |
1-045 |
| ATR |
0-129 |
0-133 |
0-004 |
2.8% |
0-000 |
| Volume |
2,072,926 |
2,898,170 |
825,244 |
39.8% |
11,484,703 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-078 |
136-292 |
135-244 |
|
| R3 |
136-218 |
136-112 |
135-194 |
|
| R2 |
136-038 |
136-038 |
135-178 |
|
| R1 |
135-252 |
135-252 |
135-162 |
135-215 |
| PP |
135-178 |
135-178 |
135-178 |
135-160 |
| S1 |
135-072 |
135-072 |
135-128 |
135-035 |
| S2 |
134-318 |
134-318 |
135-112 |
|
| S3 |
134-138 |
134-212 |
135-096 |
|
| S4 |
133-278 |
134-032 |
135-046 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-055 |
138-145 |
136-026 |
|
| R3 |
138-010 |
137-100 |
135-245 |
|
| R2 |
136-285 |
136-285 |
135-212 |
|
| R1 |
136-055 |
136-055 |
135-178 |
135-308 |
| PP |
135-240 |
135-240 |
135-240 |
135-206 |
| S1 |
135-010 |
135-010 |
135-112 |
134-262 |
| S2 |
134-195 |
134-195 |
135-078 |
|
| S3 |
133-150 |
133-285 |
135-045 |
|
| S4 |
132-105 |
132-240 |
134-264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-300 |
135-105 |
1-195 |
1.2% |
0-178 |
0.4% |
8% |
False |
True |
2,608,603 |
| 10 |
137-020 |
135-105 |
1-235 |
1.3% |
0-141 |
0.3% |
7% |
False |
True |
2,087,718 |
| 20 |
137-205 |
135-105 |
2-100 |
1.7% |
0-124 |
0.3% |
5% |
False |
True |
1,824,608 |
| 40 |
138-055 |
135-105 |
2-270 |
2.1% |
0-121 |
0.3% |
4% |
False |
True |
1,594,168 |
| 60 |
138-080 |
135-105 |
2-295 |
2.2% |
0-121 |
0.3% |
4% |
False |
True |
1,505,965 |
| 80 |
138-300 |
135-105 |
3-195 |
2.7% |
0-131 |
0.3% |
3% |
False |
True |
1,145,315 |
| 100 |
139-160 |
135-105 |
4-055 |
3.1% |
0-123 |
0.3% |
3% |
False |
True |
916,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-090 |
|
2.618 |
137-116 |
|
1.618 |
136-256 |
|
1.000 |
136-145 |
|
0.618 |
136-076 |
|
HIGH |
135-285 |
|
0.618 |
135-216 |
|
0.500 |
135-195 |
|
0.382 |
135-174 |
|
LOW |
135-105 |
|
0.618 |
134-314 |
|
1.000 |
134-245 |
|
1.618 |
134-134 |
|
2.618 |
133-274 |
|
4.250 |
132-300 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
135-195 |
135-222 |
| PP |
135-178 |
135-197 |
| S1 |
135-162 |
135-171 |
|