ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
133-195 |
133-035 |
-0-160 |
-0.4% |
133-045 |
| High |
133-195 |
133-055 |
-0-140 |
-0.3% |
134-030 |
| Low |
132-275 |
132-280 |
0-005 |
0.0% |
132-275 |
| Close |
132-290 |
133-025 |
0-055 |
0.1% |
132-290 |
| Range |
0-240 |
0-095 |
-0-145 |
-60.4% |
1-075 |
| ATR |
0-206 |
0-198 |
-0-008 |
-3.8% |
0-000 |
| Volume |
9,884 |
4,168 |
-5,716 |
-57.8% |
47,383 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-298 |
133-257 |
133-077 |
|
| R3 |
133-203 |
133-162 |
133-051 |
|
| R2 |
133-108 |
133-108 |
133-042 |
|
| R1 |
133-067 |
133-067 |
133-034 |
133-040 |
| PP |
133-013 |
133-013 |
133-013 |
133-000 |
| S1 |
132-292 |
132-292 |
133-016 |
132-265 |
| S2 |
132-238 |
132-238 |
133-008 |
|
| S3 |
132-143 |
132-197 |
132-319 |
|
| S4 |
132-048 |
132-102 |
132-293 |
|
|
| 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% |
0-168 |
0.4% |
18% |
False |
False |
6,949 |
| 10 |
134-270 |
132-275 |
1-315 |
1.5% |
0-192 |
0.5% |
11% |
False |
False |
11,364 |
| 20 |
136-150 |
132-275 |
3-195 |
2.7% |
0-222 |
0.5% |
6% |
False |
False |
1,277,343 |
| 40 |
137-205 |
132-275 |
4-250 |
3.6% |
0-165 |
0.4% |
5% |
False |
False |
1,401,315 |
| 60 |
138-080 |
132-275 |
5-125 |
4.1% |
0-150 |
0.4% |
4% |
False |
False |
1,376,674 |
| 80 |
138-080 |
132-275 |
5-125 |
4.1% |
0-142 |
0.3% |
4% |
False |
False |
1,319,522 |
| 100 |
138-300 |
132-275 |
6-025 |
4.6% |
0-146 |
0.3% |
4% |
False |
False |
1,057,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-139 |
|
2.618 |
133-304 |
|
1.618 |
133-209 |
|
1.000 |
133-150 |
|
0.618 |
133-114 |
|
HIGH |
133-055 |
|
0.618 |
133-019 |
|
0.500 |
133-008 |
|
0.382 |
132-316 |
|
LOW |
132-280 |
|
0.618 |
132-221 |
|
1.000 |
132-185 |
|
1.618 |
132-126 |
|
2.618 |
132-031 |
|
4.250 |
131-196 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
133-019 |
133-152 |
| PP |
133-013 |
133-110 |
| S1 |
133-008 |
133-068 |
|