ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
133-225 |
134-085 |
0-180 |
0.4% |
135-135 |
| High |
134-125 |
134-185 |
0-060 |
0.1% |
135-230 |
| Low |
133-105 |
134-030 |
0-245 |
0.6% |
133-025 |
| Close |
133-255 |
134-090 |
0-155 |
0.4% |
133-255 |
| Range |
1-020 |
0-155 |
-0-185 |
-54.4% |
2-205 |
| ATR |
0-196 |
0-200 |
0-004 |
2.0% |
0-000 |
| Volume |
190,738 |
34,642 |
-156,096 |
-81.8% |
13,913,883 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-247 |
135-163 |
134-175 |
|
| R3 |
135-092 |
135-008 |
134-133 |
|
| R2 |
134-257 |
134-257 |
134-118 |
|
| R1 |
134-173 |
134-173 |
134-104 |
134-215 |
| PP |
134-102 |
134-102 |
134-102 |
134-122 |
| S1 |
134-018 |
134-018 |
134-076 |
134-060 |
| S2 |
133-267 |
133-267 |
134-062 |
|
| S3 |
133-112 |
133-183 |
134-047 |
|
| S4 |
132-277 |
133-028 |
134-005 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-038 |
140-192 |
135-080 |
|
| R3 |
139-153 |
137-307 |
134-167 |
|
| R2 |
136-268 |
136-268 |
134-090 |
|
| R1 |
135-102 |
135-102 |
134-012 |
134-242 |
| PP |
134-063 |
134-063 |
134-063 |
133-294 |
| S1 |
132-217 |
132-217 |
133-178 |
132-038 |
| S2 |
131-178 |
131-178 |
133-100 |
|
| S3 |
128-293 |
130-012 |
133-023 |
|
| S4 |
126-088 |
127-127 |
132-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-230 |
133-025 |
2-205 |
2.0% |
0-318 |
0.7% |
46% |
False |
False |
2,039,477 |
| 10 |
136-150 |
133-025 |
3-125 |
2.5% |
0-251 |
0.6% |
35% |
False |
False |
2,543,322 |
| 20 |
137-095 |
133-025 |
4-070 |
3.1% |
0-177 |
0.4% |
29% |
False |
False |
2,003,254 |
| 40 |
138-055 |
133-025 |
5-030 |
3.8% |
0-152 |
0.4% |
24% |
False |
False |
1,836,059 |
| 60 |
138-080 |
133-025 |
5-055 |
3.9% |
0-139 |
0.3% |
23% |
False |
False |
1,572,270 |
| 80 |
138-300 |
133-025 |
5-275 |
4.4% |
0-144 |
0.3% |
21% |
False |
False |
1,319,459 |
| 100 |
139-030 |
133-025 |
6-005 |
4.5% |
0-136 |
0.3% |
20% |
False |
False |
1,055,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-204 |
|
2.618 |
135-271 |
|
1.618 |
135-116 |
|
1.000 |
135-020 |
|
0.618 |
134-281 |
|
HIGH |
134-185 |
|
0.618 |
134-126 |
|
0.500 |
134-108 |
|
0.382 |
134-089 |
|
LOW |
134-030 |
|
0.618 |
133-254 |
|
1.000 |
133-195 |
|
1.618 |
133-099 |
|
2.618 |
132-264 |
|
4.250 |
132-011 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
134-108 |
134-079 |
| PP |
134-102 |
134-068 |
| S1 |
134-096 |
134-058 |
|