ECBOT 10 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 |
134-085 |
134-135 |
0-050 |
0.1% |
135-135 |
| High |
134-185 |
134-270 |
0-085 |
0.2% |
135-230 |
| Low |
134-030 |
134-085 |
0-055 |
0.1% |
133-025 |
| Close |
134-090 |
134-205 |
0-115 |
0.3% |
133-255 |
| Range |
0-155 |
0-185 |
0-030 |
19.4% |
2-205 |
| ATR |
0-200 |
0-199 |
-0-001 |
-0.5% |
0-000 |
| Volume |
34,642 |
19,829 |
-14,813 |
-42.8% |
13,913,883 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-102 |
136-018 |
134-307 |
|
| R3 |
135-237 |
135-153 |
134-256 |
|
| R2 |
135-052 |
135-052 |
134-239 |
|
| R1 |
134-288 |
134-288 |
134-222 |
135-010 |
| PP |
134-187 |
134-187 |
134-187 |
134-208 |
| S1 |
134-103 |
134-103 |
134-188 |
134-145 |
| S2 |
134-002 |
134-002 |
134-171 |
|
| S3 |
133-137 |
133-238 |
134-154 |
|
| S4 |
132-272 |
133-053 |
134-103 |
|
|
| 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% |
1-012 |
0.8% |
59% |
False |
False |
1,174,664 |
| 10 |
136-020 |
133-025 |
2-315 |
2.2% |
0-243 |
0.6% |
52% |
False |
False |
2,219,549 |
| 20 |
137-070 |
133-025 |
4-045 |
3.1% |
0-182 |
0.4% |
38% |
False |
False |
1,944,613 |
| 40 |
138-055 |
133-025 |
5-030 |
3.8% |
0-155 |
0.4% |
31% |
False |
False |
1,815,252 |
| 60 |
138-080 |
133-025 |
5-055 |
3.8% |
0-140 |
0.3% |
30% |
False |
False |
1,547,537 |
| 80 |
138-300 |
133-025 |
5-275 |
4.4% |
0-145 |
0.3% |
27% |
False |
False |
1,319,638 |
| 100 |
139-030 |
133-025 |
6-005 |
4.5% |
0-136 |
0.3% |
26% |
False |
False |
1,056,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-096 |
|
2.618 |
136-114 |
|
1.618 |
135-249 |
|
1.000 |
135-135 |
|
0.618 |
135-064 |
|
HIGH |
134-270 |
|
0.618 |
134-199 |
|
0.500 |
134-178 |
|
0.382 |
134-156 |
|
LOW |
134-085 |
|
0.618 |
133-291 |
|
1.000 |
133-220 |
|
1.618 |
133-106 |
|
2.618 |
132-241 |
|
4.250 |
131-259 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
134-196 |
134-146 |
| PP |
134-187 |
134-087 |
| S1 |
134-178 |
134-028 |
|