ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-315 |
124-200 |
-0-115 |
-0.3% |
125-115 |
| High |
124-315 |
124-250 |
-0-065 |
-0.2% |
125-155 |
| Low |
124-190 |
124-130 |
-0-060 |
-0.2% |
124-002 |
| Close |
124-218 |
124-145 |
-0-072 |
-0.2% |
124-132 |
| Range |
0-125 |
0-120 |
-0-005 |
-4.0% |
1-152 |
| ATR |
0-100 |
0-101 |
0-001 |
1.4% |
0-000 |
| Volume |
9,693 |
28,702 |
19,009 |
196.1% |
9,791,027 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-215 |
125-140 |
124-211 |
|
| R3 |
125-095 |
125-020 |
124-178 |
|
| R2 |
124-295 |
124-295 |
124-167 |
|
| R1 |
124-220 |
124-220 |
124-156 |
124-198 |
| PP |
124-175 |
124-175 |
124-175 |
124-164 |
| S1 |
124-100 |
124-100 |
124-134 |
124-078 |
| S2 |
124-055 |
124-055 |
124-123 |
|
| S3 |
123-255 |
123-300 |
124-112 |
|
| S4 |
123-135 |
123-180 |
124-079 |
|
|
| 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 |
125-030 |
124-042 |
0-308 |
0.8% |
0-126 |
0.3% |
33% |
False |
False |
47,964 |
| 10 |
125-160 |
124-002 |
1-158 |
1.2% |
0-133 |
0.3% |
30% |
False |
False |
1,182,048 |
| 20 |
125-290 |
124-002 |
1-288 |
1.5% |
0-094 |
0.2% |
23% |
False |
False |
1,116,435 |
| 40 |
126-040 |
124-002 |
2-038 |
1.7% |
0-073 |
0.2% |
21% |
False |
False |
1,010,592 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-064 |
0.2% |
20% |
False |
False |
865,864 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-063 |
0.2% |
20% |
False |
False |
785,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-120 |
|
2.618 |
125-244 |
|
1.618 |
125-124 |
|
1.000 |
125-050 |
|
0.618 |
125-004 |
|
HIGH |
124-250 |
|
0.618 |
124-204 |
|
0.500 |
124-190 |
|
0.382 |
124-176 |
|
LOW |
124-130 |
|
0.618 |
124-056 |
|
1.000 |
124-010 |
|
1.618 |
123-256 |
|
2.618 |
123-136 |
|
4.250 |
122-260 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-190 |
124-240 |
| PP |
124-175 |
124-208 |
| S1 |
124-160 |
124-177 |
|