ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 22-Mar-2021

Day Change Summary
	Previous	Current
	19-Mar-2021	22-Mar-2021	Change	Change %	Previous Week
Open	132-170	132-200	0-030	0.1%	133-035
High	132-255	132-275	0-020	0.0%	133-125
Low	132-070	132-200	0-130	0.3%	132-060
Close	132-115	132-240	0-125	0.3%	132-115
Range	0-185	0-075	-0-110	-59.5%	1-065
ATR	0-203	0-200	-0-003	-1.5%	0-000
Volume	10,739	4,548	-6,191	-57.6%	24,035

Daily Pivots for day following 22-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-143	133-107	132-281
R3	133-068	133-032	132-261
R2	132-313	132-313	132-254
R1	132-277	132-277	132-247	132-295
PP	132-238	132-238	132-238	132-248
S1	132-202	132-202	132-233	132-220
S2	132-163	132-163	132-226
S3	132-088	132-127	132-219
S4	132-013	132-052	132-199

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-082	135-163	133-007
R3	135-017	134-098	132-221
R2	133-272	133-272	132-186
R1	133-033	133-033	132-150	132-280
PP	132-207	132-207	132-207	132-170
S1	131-288	131-288	132-080	131-215
S2	131-142	131-142	132-044
S3	130-077	130-223	132-009
S4	129-012	129-158	131-223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-125	132-060	1-065	0.9%	0-185	0.4%	47%	False	False	4,883
10	134-030	132-060	1-290	1.4%	0-176	0.4%	30%	False	False	5,916
20	135-230	132-060	3-170	2.7%	0-222	0.5%	16%	False	False	516,772
40	137-205	132-060	5-145	4.1%	0-175	0.4%	10%	False	False	1,232,240
60	138-055	132-060	5-315	4.5%	0-156	0.4%	9%	False	False	1,284,303
80	138-080	132-060	6-020	4.6%	0-148	0.3%	9%	False	False	1,286,233
100	138-300	132-060	6-240	5.1%	0-150	0.4%	8%	False	False	1,057,114
120	139-160	132-060	7-100	5.5%	0-141	0.3%	8%	False	False	881,106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	133-274
2.618	133-151
1.618	133-076
1.000	133-030
0.618	133-001
HIGH	132-275
0.618	132-246
0.500	132-238
0.382	132-229
LOW	132-200
0.618	132-154
1.000	132-125
1.618	132-079
2.618	132-004
4.250	131-201

Fisher Pivots for day following 22-Mar-2021
Pivot	1 day	3 day
R1	132-239	132-235
PP	132-238	132-230
S1	132-238	132-225

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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