ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
134-020 |
133-140 |
-0-200 |
-0.5% |
134-085 |
| High |
134-090 |
133-200 |
-0-210 |
-0.5% |
134-270 |
| Low |
133-125 |
132-280 |
-0-165 |
-0.4% |
132-280 |
| Close |
133-160 |
133-145 |
-0-015 |
0.0% |
133-145 |
| Range |
0-285 |
0-240 |
-0-045 |
-15.8% |
1-310 |
| ATR |
0-209 |
0-211 |
0-002 |
1.1% |
0-000 |
| Volume |
19,162 |
9,767 |
-9,395 |
-49.0% |
96,738 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-182 |
135-083 |
133-277 |
|
| R3 |
134-262 |
134-163 |
133-211 |
|
| R2 |
134-022 |
134-022 |
133-189 |
|
| R1 |
133-243 |
133-243 |
133-167 |
133-292 |
| PP |
133-102 |
133-102 |
133-102 |
133-126 |
| S1 |
133-003 |
133-003 |
133-123 |
133-052 |
| S2 |
132-182 |
132-182 |
133-101 |
|
| S3 |
131-262 |
132-083 |
133-079 |
|
| S4 |
131-022 |
131-163 |
133-013 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-202 |
138-163 |
134-172 |
|
| R3 |
137-212 |
136-173 |
133-318 |
|
| R2 |
135-222 |
135-222 |
133-260 |
|
| R1 |
134-183 |
134-183 |
133-203 |
134-048 |
| PP |
133-232 |
133-232 |
133-232 |
133-164 |
| S1 |
132-193 |
132-193 |
133-087 |
132-058 |
| S2 |
131-242 |
131-242 |
133-030 |
|
| S3 |
129-252 |
130-203 |
132-292 |
|
| S4 |
127-262 |
128-213 |
132-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-270 |
132-280 |
1-310 |
1.5% |
0-225 |
0.5% |
29% |
False |
True |
19,347 |
| 10 |
135-230 |
132-280 |
2-270 |
2.1% |
0-274 |
0.6% |
20% |
False |
True |
1,401,062 |
| 20 |
137-020 |
132-280 |
4-060 |
3.1% |
0-208 |
0.5% |
14% |
False |
True |
1,744,390 |
| 40 |
137-205 |
132-280 |
4-245 |
3.6% |
0-162 |
0.4% |
12% |
False |
True |
1,683,439 |
| 60 |
138-080 |
132-280 |
5-120 |
4.0% |
0-146 |
0.3% |
11% |
False |
True |
1,485,203 |
| 80 |
138-125 |
132-280 |
5-165 |
4.1% |
0-145 |
0.3% |
10% |
False |
True |
1,319,892 |
| 100 |
139-030 |
132-280 |
6-070 |
4.7% |
0-141 |
0.3% |
9% |
False |
True |
1,056,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-260 |
|
2.618 |
135-188 |
|
1.618 |
134-268 |
|
1.000 |
134-120 |
|
0.618 |
134-028 |
|
HIGH |
133-200 |
|
0.618 |
133-108 |
|
0.500 |
133-080 |
|
0.382 |
133-052 |
|
LOW |
132-280 |
|
0.618 |
132-132 |
|
1.000 |
132-040 |
|
1.618 |
131-212 |
|
2.618 |
130-292 |
|
4.250 |
129-220 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-123 |
133-260 |
| PP |
133-102 |
133-222 |
| S1 |
133-080 |
133-183 |
|