ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
132-310 |
133-155 |
0-165 |
0.4% |
134-085 |
| High |
133-165 |
133-235 |
0-070 |
0.2% |
134-270 |
| Low |
132-310 |
133-090 |
0-100 |
0.2% |
132-280 |
| Close |
133-130 |
133-200 |
0-070 |
0.2% |
133-145 |
| Range |
0-175 |
0-145 |
-0-030 |
-17.1% |
1-310 |
| ATR |
0-206 |
0-202 |
-0-004 |
-2.1% |
0-000 |
| Volume |
2,399 |
3,636 |
1,237 |
51.6% |
96,738 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-290 |
134-230 |
133-280 |
|
| R3 |
134-145 |
134-085 |
133-240 |
|
| R2 |
134-000 |
134-000 |
133-227 |
|
| R1 |
133-260 |
133-260 |
133-213 |
133-290 |
| PP |
133-175 |
133-175 |
133-175 |
133-190 |
| S1 |
133-115 |
133-115 |
133-187 |
133-145 |
| S2 |
133-030 |
133-030 |
133-173 |
|
| S3 |
132-205 |
132-290 |
133-160 |
|
| S4 |
132-060 |
132-145 |
133-120 |
|
|
| 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 |
134-090 |
132-280 |
1-130 |
1.1% |
0-191 |
0.4% |
53% |
False |
False |
10,353 |
| 10 |
135-090 |
132-280 |
2-130 |
1.8% |
0-260 |
0.6% |
31% |
False |
False |
231,840 |
| 20 |
137-020 |
132-280 |
4-060 |
3.1% |
0-214 |
0.5% |
18% |
False |
False |
1,501,470 |
| 40 |
137-205 |
132-280 |
4-245 |
3.6% |
0-162 |
0.4% |
16% |
False |
False |
1,542,582 |
| 60 |
138-080 |
132-280 |
5-120 |
4.0% |
0-148 |
0.3% |
14% |
False |
False |
1,429,007 |
| 80 |
138-080 |
132-280 |
5-120 |
4.0% |
0-141 |
0.3% |
14% |
False |
False |
1,319,770 |
| 100 |
139-030 |
132-280 |
6-070 |
4.7% |
0-143 |
0.3% |
12% |
False |
False |
1,056,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-211 |
|
2.618 |
134-295 |
|
1.618 |
134-150 |
|
1.000 |
134-060 |
|
0.618 |
134-005 |
|
HIGH |
133-235 |
|
0.618 |
133-180 |
|
0.500 |
133-162 |
|
0.382 |
133-145 |
|
LOW |
133-090 |
|
0.618 |
133-000 |
|
1.000 |
132-265 |
|
1.618 |
132-175 |
|
2.618 |
132-030 |
|
4.250 |
131-114 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-188 |
133-168 |
| PP |
133-175 |
133-135 |
| S1 |
133-162 |
133-102 |
|