ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-262 |
124-315 |
0-052 |
0.1% |
125-115 |
| High |
125-030 |
124-315 |
-0-035 |
-0.1% |
125-155 |
| Low |
124-235 |
124-190 |
-0-045 |
-0.1% |
124-002 |
| Close |
124-300 |
124-218 |
-0-082 |
-0.2% |
124-132 |
| Range |
0-115 |
0-125 |
0-010 |
8.7% |
1-152 |
| ATR |
0-098 |
0-100 |
0-002 |
2.0% |
0-000 |
| Volume |
26,102 |
9,693 |
-16,409 |
-62.9% |
9,791,027 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-296 |
125-222 |
124-286 |
|
| R3 |
125-171 |
125-097 |
124-252 |
|
| R2 |
125-046 |
125-046 |
124-240 |
|
| R1 |
124-292 |
124-292 |
124-229 |
124-266 |
| PP |
124-241 |
124-241 |
124-241 |
124-228 |
| S1 |
124-167 |
124-167 |
124-206 |
124-141 |
| S2 |
124-116 |
124-116 |
124-195 |
|
| S3 |
123-311 |
124-042 |
124-183 |
|
| S4 |
123-186 |
123-237 |
124-149 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-021 |
128-069 |
125-072 |
|
| R3 |
127-188 |
126-237 |
124-262 |
|
| R2 |
126-036 |
126-036 |
124-219 |
|
| R1 |
125-084 |
125-084 |
124-176 |
124-304 |
| PP |
124-203 |
124-203 |
124-203 |
124-153 |
| S1 |
123-252 |
123-252 |
124-089 |
123-151 |
| S2 |
123-051 |
123-051 |
124-046 |
|
| S3 |
121-218 |
122-099 |
124-003 |
|
| S4 |
120-066 |
120-267 |
123-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-080 |
124-002 |
1-078 |
1.0% |
0-182 |
0.5% |
54% |
False |
False |
294,487 |
| 10 |
125-170 |
124-002 |
1-168 |
1.2% |
0-126 |
0.3% |
44% |
False |
False |
1,298,229 |
| 20 |
125-290 |
124-002 |
1-288 |
1.5% |
0-090 |
0.2% |
35% |
False |
False |
1,153,150 |
| 40 |
126-070 |
124-002 |
2-068 |
1.8% |
0-072 |
0.2% |
30% |
False |
False |
1,026,732 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-063 |
0.2% |
30% |
False |
False |
877,535 |
| 80 |
126-088 |
124-002 |
2-085 |
1.8% |
0-062 |
0.2% |
30% |
False |
False |
785,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-206 |
|
2.618 |
126-002 |
|
1.618 |
125-197 |
|
1.000 |
125-120 |
|
0.618 |
125-072 |
|
HIGH |
124-315 |
|
0.618 |
124-267 |
|
0.500 |
124-252 |
|
0.382 |
124-238 |
|
LOW |
124-190 |
|
0.618 |
124-113 |
|
1.000 |
124-065 |
|
1.618 |
123-308 |
|
2.618 |
123-183 |
|
4.250 |
122-299 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-252 |
124-270 |
| PP |
124-241 |
124-252 |
| S1 |
124-229 |
124-235 |
|