ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 15-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
123-282 |
123-248 |
-0-035 |
-0.1% |
123-062 |
High |
123-288 |
124-040 |
0-072 |
0.2% |
123-292 |
Low |
123-220 |
123-235 |
0-015 |
0.0% |
123-042 |
Close |
123-245 |
124-038 |
0-112 |
0.3% |
123-235 |
Range |
0-068 |
0-125 |
0-058 |
85.2% |
0-250 |
ATR |
0-095 |
0-097 |
0-002 |
2.2% |
0-000 |
Volume |
712,325 |
967,811 |
255,486 |
35.9% |
3,655,150 |
|
Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-052 |
125-010 |
124-106 |
|
R3 |
124-248 |
124-205 |
124-072 |
|
R2 |
124-122 |
124-122 |
124-060 |
|
R1 |
124-080 |
124-080 |
124-049 |
124-101 |
PP |
123-318 |
123-318 |
123-318 |
124-008 |
S1 |
123-275 |
123-275 |
124-026 |
123-296 |
S2 |
123-192 |
123-192 |
124-015 |
|
S3 |
123-068 |
123-150 |
124-003 |
|
S4 |
122-262 |
123-025 |
123-289 |
|
|
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 |
124-040 |
123-162 |
0-198 |
0.5% |
0-100 |
0.3% |
99% |
True |
False |
789,304 |
10 |
124-040 |
123-042 |
0-318 |
0.8% |
0-094 |
0.2% |
99% |
True |
False |
763,149 |
20 |
124-040 |
123-042 |
0-318 |
0.8% |
0-095 |
0.2% |
99% |
True |
False |
878,971 |
40 |
125-058 |
123-042 |
2-015 |
1.6% |
0-107 |
0.3% |
48% |
False |
False |
1,121,088 |
60 |
125-260 |
123-042 |
2-218 |
2.2% |
0-084 |
0.2% |
37% |
False |
False |
753,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-251 |
2.618 |
125-047 |
1.618 |
124-242 |
1.000 |
124-165 |
0.618 |
124-117 |
HIGH |
124-040 |
0.618 |
123-312 |
0.500 |
123-298 |
0.382 |
123-283 |
LOW |
123-235 |
0.618 |
123-158 |
1.000 |
123-110 |
1.618 |
123-033 |
2.618 |
122-228 |
4.250 |
122-024 |
|
|
Fisher Pivots for day following 15-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
124-018 |
124-005 |
PP |
123-318 |
123-293 |
S1 |
123-298 |
123-261 |
|