ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 13-Apr-2021
Day Change Summary
Previous Current
12-Apr-2021 13-Apr-2021 Change Change % Previous Week
Open 123-232 123-210 -0-022 -0.1% 123-062
High 123-258 123-285 0-028 0.1% 123-292
Low 123-185 123-162 -0-022 -0.1% 123-042
Close 123-195 123-280 0-085 0.2% 123-235
Range 0-072 0-122 0-050 69.0% 0-250
ATR 0-096 0-097 0-002 2.0% 0-000
Volume 593,830 820,949 227,119 38.2% 3,655,150
Daily Pivots for day following 13-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-290 124-248 124-027
R3 124-168 124-125 123-314
R2 124-045 124-045 123-302
R1 124-002 124-002 123-291 124-024
PP 123-242 123-242 123-242 123-253
S1 123-200 123-200 123-269 123-221
S2 123-120 123-120 123-258
S3 122-318 123-078 123-246
S4 122-195 122-275 123-213
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
5 123-292 123-162 0-130 0.3% 0-086 0.2% 90% False True 731,279
10 123-292 123-042 0-250 0.6% 0-093 0.2% 95% False False 836,092
20 124-048 123-042 1-005 0.8% 0-097 0.2% 73% False False 908,599
40 125-122 123-042 2-080 1.8% 0-108 0.3% 33% False False 1,085,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 125-166
2.618 124-286
1.618 124-163
1.000 124-088
0.618 124-041
HIGH 123-285
0.618 123-238
0.500 123-224
0.382 123-209
LOW 123-162
0.618 123-087
1.000 123-040
1.618 122-284
2.618 122-162
4.250 121-282
Fisher Pivots for day following 13-Apr-2021
Pivot 1 day 3 day
R1 123-261 123-262
PP 123-242 123-244
S1 123-224 123-226

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

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