ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 09-Apr-2021
Day Change Summary
Previous Current
08-Apr-2021 09-Apr-2021 Change Change % Previous Week
Open 123-235 123-285 0-050 0.1% 123-062
High 123-292 123-290 -0-002 0.0% 123-292
Low 123-232 123-180 -0-052 -0.1% 123-042
Close 123-282 123-235 -0-048 -0.1% 123-235
Range 0-060 0-110 0-050 83.3% 0-250
ATR 0-096 0-097 0-001 1.0% 0-000
Volume 580,706 851,608 270,902 46.7% 3,655,150
Daily Pivots for day following 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-245 124-190 123-296
R3 124-135 124-080 123-265
R2 124-025 124-025 123-255
R1 123-290 123-290 123-245 123-262
PP 123-235 123-235 123-235 123-221
S1 123-180 123-180 123-225 123-152
S2 123-125 123-125 123-215
S3 123-015 123-070 123-205
S4 122-225 122-280 123-174
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 125-300 125-198 124-052
R3 125-050 124-268 123-304
R2 124-120 124-120 123-281
R1 124-018 124-018 123-258 124-069
PP 123-190 123-190 123-190 123-216
S1 123-088 123-088 123-212 123-139
S2 122-260 122-260 123-189
S3 122-010 122-158 123-166
S4 121-080 121-228 123-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-292 123-042 0-250 0.6% 0-092 0.2% 77% False False 731,030
10 124-012 123-042 0-290 0.7% 0-091 0.2% 66% False False 839,710
20 124-048 123-042 1-005 0.8% 0-096 0.2% 59% False False 929,045
40 125-192 123-042 2-150 2.0% 0-105 0.3% 24% False False 1,050,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-118
2.618 124-258
1.618 124-148
1.000 124-080
0.618 124-038
HIGH 123-290
0.618 123-248
0.500 123-235
0.382 123-222
LOW 123-180
0.618 123-112
1.000 123-070
1.618 123-002
2.618 122-212
4.250 122-032
Fisher Pivots for day following 09-Apr-2021
Pivot 1 day 3 day
R1 123-235 123-236
PP 123-235 123-236
S1 123-235 123-235

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

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