ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
133-155 |
133-185 |
0-030 |
0.1% |
134-085 |
| High |
133-235 |
134-030 |
0-115 |
0.3% |
134-270 |
| Low |
133-090 |
133-165 |
0-075 |
0.2% |
132-280 |
| Close |
133-200 |
133-230 |
0-030 |
0.1% |
133-145 |
| Range |
0-145 |
0-185 |
0-040 |
27.6% |
1-310 |
| ATR |
0-202 |
0-201 |
-0-001 |
-0.6% |
0-000 |
| Volume |
3,636 |
14,660 |
11,024 |
303.2% |
96,738 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-163 |
135-062 |
134-012 |
|
| R3 |
134-298 |
134-197 |
133-281 |
|
| R2 |
134-113 |
134-113 |
133-264 |
|
| R1 |
134-012 |
134-012 |
133-247 |
134-062 |
| PP |
133-248 |
133-248 |
133-248 |
133-274 |
| S1 |
133-147 |
133-147 |
133-213 |
133-198 |
| S2 |
133-063 |
133-063 |
133-196 |
|
| S3 |
132-198 |
132-282 |
133-179 |
|
| S4 |
132-013 |
132-097 |
133-128 |
|
|
| 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 |
134-030 |
132-280 |
1-070 |
0.9% |
0-171 |
0.4% |
69% |
True |
False |
9,453 |
| 10 |
134-270 |
132-280 |
1-310 |
1.5% |
0-208 |
0.5% |
43% |
False |
False |
32,497 |
| 20 |
137-020 |
132-280 |
4-060 |
3.1% |
0-216 |
0.5% |
20% |
False |
False |
1,422,992 |
| 40 |
137-205 |
132-280 |
4-245 |
3.6% |
0-164 |
0.4% |
18% |
False |
False |
1,490,504 |
| 60 |
138-080 |
132-280 |
5-120 |
4.0% |
0-149 |
0.3% |
16% |
False |
False |
1,409,950 |
| 80 |
138-080 |
132-280 |
5-120 |
4.0% |
0-141 |
0.3% |
16% |
False |
False |
1,319,773 |
| 100 |
138-300 |
132-280 |
6-020 |
4.5% |
0-144 |
0.3% |
14% |
False |
False |
1,056,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-176 |
|
2.618 |
135-194 |
|
1.618 |
135-009 |
|
1.000 |
134-215 |
|
0.618 |
134-144 |
|
HIGH |
134-030 |
|
0.618 |
133-279 |
|
0.500 |
133-258 |
|
0.382 |
133-236 |
|
LOW |
133-165 |
|
0.618 |
133-051 |
|
1.000 |
132-300 |
|
1.618 |
132-186 |
|
2.618 |
132-001 |
|
4.250 |
131-019 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-258 |
133-210 |
| PP |
133-248 |
133-190 |
| S1 |
133-239 |
133-170 |
|