ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	133-185	133-195	0-010	0.0%	133-045
High	134-030	133-195	-0-155	-0.4%	134-030
Low	133-165	132-275	-0-210	-0.5%	132-275
Close	133-230	132-290	-0-260	-0.6%	132-290
Range	0-185	0-240	0-055	29.7%	1-075
ATR	0-201	0-206	0-005	2.7%	0-000
Volume	14,660	9,884	-4,776	-32.6%	47,383

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-120	134-285	133-102
R3	134-200	134-045	133-036
R2	133-280	133-280	133-014
R1	133-125	133-125	132-312	133-082
PP	133-040	133-040	133-040	133-019
S1	132-205	132-205	132-268	132-162
S2	132-120	132-120	132-246
S3	131-200	131-285	132-224
S4	130-280	131-045	132-158

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-317	136-058	133-187
R3	135-242	134-303	133-079
R2	134-167	134-167	133-042
R1	133-228	133-228	133-006	133-160
PP	133-092	133-092	133-092	133-058
S1	132-153	132-153	132-254	132-085
S2	132-017	132-017	132-218
S3	130-262	131-078	132-181
S4	129-187	130-003	132-073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-030	132-275	1-075	0.9%	0-171	0.4%	4%	False	True	9,476
10	134-270	132-275	1-315	1.5%	0-198	0.5%	2%	False	True	14,412
20	136-300	132-275	4-025	3.1%	0-224	0.5%	1%	False	True	1,355,051
40	137-205	132-275	4-250	3.6%	0-166	0.4%	1%	False	True	1,443,811
60	138-080	132-275	5-125	4.1%	0-151	0.4%	1%	False	True	1,392,925
80	138-080	132-275	5-125	4.1%	0-143	0.3%	1%	False	True	1,319,698
100	138-300	132-275	6-025	4.6%	0-146	0.3%	1%	False	True	1,056,981

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136-255
2.618	135-183
1.618	134-263
1.000	134-115
0.618	134-023
HIGH	133-195
0.618	133-103
0.500	133-075
0.382	133-047
LOW	132-275
0.618	132-127
1.000	132-035
1.618	131-207
2.618	130-287
4.250	129-215

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	133-075	133-152
PP	133-040	133-092
S1	133-005	133-031

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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