ECBOT 10 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
132-005 |
132-040 |
0-035 |
0.1% |
131-260 |
| High |
132-090 |
132-095 |
0-005 |
0.0% |
132-090 |
| Low |
131-260 |
131-285 |
0-025 |
0.1% |
131-000 |
| Close |
132-030 |
132-045 |
0-015 |
0.0% |
131-070 |
| Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
1-090 |
| ATR |
0-204 |
0-199 |
-0-005 |
-2.6% |
0-000 |
| Volume |
1,694,888 |
2,049,220 |
354,332 |
20.9% |
10,544,281 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-105 |
133-045 |
132-116 |
|
| R3 |
132-295 |
132-235 |
132-081 |
|
| R2 |
132-165 |
132-165 |
132-069 |
|
| R1 |
132-105 |
132-105 |
132-057 |
132-135 |
| PP |
132-035 |
132-035 |
132-035 |
132-050 |
| S1 |
131-295 |
131-295 |
132-033 |
132-005 |
| S2 |
131-225 |
131-225 |
132-021 |
|
| S3 |
131-095 |
131-165 |
132-009 |
|
| S4 |
130-285 |
131-035 |
131-294 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-110 |
134-180 |
131-296 |
|
| R3 |
134-020 |
133-090 |
131-183 |
|
| R2 |
132-250 |
132-250 |
131-145 |
|
| R1 |
132-000 |
132-000 |
131-108 |
131-240 |
| PP |
131-160 |
131-160 |
131-160 |
131-120 |
| S1 |
130-230 |
130-230 |
131-032 |
130-150 |
| S2 |
130-070 |
130-070 |
130-315 |
|
| S3 |
128-300 |
129-140 |
130-277 |
|
| S4 |
127-210 |
128-050 |
130-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-095 |
131-010 |
1-085 |
1.0% |
0-173 |
0.4% |
88% |
True |
False |
1,760,521 |
| 10 |
132-180 |
131-000 |
1-180 |
1.2% |
0-195 |
0.5% |
73% |
False |
False |
1,934,991 |
| 20 |
133-230 |
131-000 |
2-230 |
2.1% |
0-208 |
0.5% |
42% |
False |
False |
2,088,899 |
| 40 |
136-185 |
131-000 |
5-185 |
4.2% |
0-187 |
0.4% |
20% |
False |
False |
1,362,189 |
| 60 |
137-085 |
131-000 |
6-085 |
4.7% |
0-163 |
0.4% |
18% |
False |
False |
909,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-008 |
|
2.618 |
133-115 |
|
1.618 |
132-305 |
|
1.000 |
132-225 |
|
0.618 |
132-175 |
|
HIGH |
132-095 |
|
0.618 |
132-045 |
|
0.500 |
132-030 |
|
0.382 |
132-015 |
|
LOW |
131-285 |
|
0.618 |
131-205 |
|
1.000 |
131-155 |
|
1.618 |
131-075 |
|
2.618 |
130-265 |
|
4.250 |
130-052 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
132-040 |
132-016 |
| PP |
132-035 |
131-307 |
| S1 |
132-030 |
131-278 |
|