ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
125-152 |
125-150 |
-0-002 |
0.0% |
125-220 |
| High |
125-170 |
125-160 |
-0-010 |
0.0% |
125-225 |
| Low |
125-118 |
125-098 |
-0-020 |
0.0% |
125-075 |
| Close |
125-152 |
125-112 |
-0-040 |
-0.1% |
125-112 |
| Range |
0-052 |
0-062 |
0-010 |
19.0% |
0-150 |
| ATR |
0-055 |
0-055 |
0-001 |
1.0% |
0-000 |
| Volume |
1,190,513 |
1,930,386 |
739,873 |
62.1% |
6,602,943 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-311 |
125-274 |
125-147 |
|
| R3 |
125-248 |
125-212 |
125-130 |
|
| R2 |
125-186 |
125-186 |
125-124 |
|
| R1 |
125-149 |
125-149 |
125-118 |
125-136 |
| PP |
125-123 |
125-123 |
125-123 |
125-117 |
| S1 |
125-087 |
125-087 |
125-107 |
125-074 |
| S2 |
125-061 |
125-061 |
125-101 |
|
| S3 |
124-318 |
125-024 |
125-095 |
|
| S4 |
124-256 |
124-282 |
125-078 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-268 |
126-180 |
125-195 |
|
| R3 |
126-118 |
126-030 |
125-154 |
|
| R2 |
125-288 |
125-288 |
125-140 |
|
| R1 |
125-200 |
125-200 |
125-126 |
125-169 |
| PP |
125-138 |
125-138 |
125-138 |
125-122 |
| S1 |
125-050 |
125-050 |
125-099 |
125-019 |
| S2 |
124-308 |
124-308 |
125-085 |
|
| S3 |
124-158 |
124-220 |
125-071 |
|
| S4 |
124-008 |
124-070 |
125-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-280 |
125-075 |
0-205 |
0.5% |
0-074 |
0.2% |
18% |
False |
False |
1,473,031 |
| 10 |
125-290 |
125-075 |
0-215 |
0.5% |
0-058 |
0.1% |
17% |
False |
False |
1,169,277 |
| 20 |
126-025 |
125-075 |
0-270 |
0.7% |
0-050 |
0.1% |
14% |
False |
False |
997,080 |
| 40 |
126-072 |
125-075 |
0-318 |
0.8% |
0-050 |
0.1% |
12% |
False |
False |
880,969 |
| 60 |
126-072 |
125-075 |
0-318 |
0.8% |
0-051 |
0.1% |
12% |
False |
False |
864,615 |
| 80 |
126-088 |
125-075 |
1-012 |
0.8% |
0-053 |
0.1% |
11% |
False |
False |
662,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-106 |
|
2.618 |
126-004 |
|
1.618 |
125-261 |
|
1.000 |
125-222 |
|
0.618 |
125-199 |
|
HIGH |
125-160 |
|
0.618 |
125-136 |
|
0.500 |
125-129 |
|
0.382 |
125-121 |
|
LOW |
125-098 |
|
0.618 |
125-059 |
|
1.000 |
125-035 |
|
1.618 |
124-316 |
|
2.618 |
124-254 |
|
4.250 |
124-152 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
125-129 |
125-122 |
| PP |
125-123 |
125-119 |
| S1 |
125-118 |
125-116 |
|