ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-135 |
0-055 |
0.1% |
124-312 |
| High |
124-150 |
124-195 |
0-045 |
0.1% |
125-038 |
| Low |
124-068 |
124-102 |
0-035 |
0.1% |
123-178 |
| Close |
124-108 |
124-172 |
0-065 |
0.2% |
123-310 |
| Range |
0-082 |
0-092 |
0-010 |
12.1% |
1-180 |
| ATR |
0-097 |
0-096 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,517,071 |
954,527 |
-562,544 |
-37.1% |
11,135,303 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-114 |
125-076 |
124-223 |
|
| R3 |
125-022 |
124-303 |
124-198 |
|
| R2 |
124-249 |
124-249 |
124-189 |
|
| R1 |
124-211 |
124-211 |
124-181 |
124-230 |
| PP |
124-157 |
124-157 |
124-157 |
124-166 |
| S1 |
124-118 |
124-118 |
124-164 |
124-138 |
| S2 |
124-064 |
124-064 |
124-156 |
|
| S3 |
123-292 |
124-026 |
124-147 |
|
| S4 |
123-199 |
123-253 |
124-122 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-288 |
127-319 |
124-265 |
|
| R3 |
127-108 |
126-139 |
124-128 |
|
| R2 |
125-248 |
125-248 |
124-082 |
|
| R1 |
124-279 |
124-279 |
124-036 |
124-174 |
| PP |
124-068 |
124-068 |
124-068 |
124-016 |
| S1 |
123-099 |
123-099 |
123-264 |
122-314 |
| S2 |
122-208 |
122-208 |
123-218 |
|
| S3 |
121-028 |
121-239 |
123-172 |
|
| S4 |
119-168 |
120-059 |
123-035 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-268 |
|
2.618 |
125-117 |
|
1.618 |
125-025 |
|
1.000 |
124-288 |
|
0.618 |
124-252 |
|
HIGH |
124-195 |
|
0.618 |
124-160 |
|
0.500 |
124-149 |
|
0.382 |
124-138 |
|
LOW |
124-102 |
|
0.618 |
124-045 |
|
1.000 |
124-010 |
|
1.618 |
123-273 |
|
2.618 |
123-180 |
|
4.250 |
123-029 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-165 |
124-131 |
| PP |
124-157 |
124-090 |
| S1 |
124-149 |
124-049 |
|