ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 16-Apr-2021
Day Change Summary
Previous Current
15-Apr-2021 16-Apr-2021 Change Change % Previous Week
Open 123-248 124-000 0-072 0.2% 123-232
High 124-040 124-010 -0-030 -0.1% 124-040
Low 123-235 123-280 0-045 0.1% 123-162
Close 124-038 123-308 -0-050 -0.1% 123-308
Range 0-125 0-050 -0-075 -60.0% 0-198
ATR 0-097 0-096 -0-001 -1.5% 0-000
Volume 967,811 690,879 -276,932 -28.6% 3,785,794
Daily Pivots for day following 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-136 124-112 124-015
R3 124-086 124-062 124-001
R2 124-036 124-036 123-317
R1 124-012 124-012 123-312 123-319
PP 123-306 123-306 123-306 123-299
S1 123-282 123-282 123-303 123-269
S2 123-256 123-256 123-298
S3 123-206 123-232 123-294
S4 123-156 123-182 123-280
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 125-229 125-146 124-096
R3 125-032 124-268 124-042
R2 124-154 124-154 124-024
R1 124-071 124-071 124-006 124-112
PP 123-277 123-277 123-277 123-298
S1 123-193 123-193 123-289 123-235
S2 123-079 123-079 123-271
S3 122-202 122-316 123-253
S4 122-004 122-118 123-199
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% 0-088 0.2% 73% False False 757,158
10 124-040 123-042 0-318 0.8% 0-090 0.2% 83% False False 744,094
20 124-040 123-042 0-318 0.8% 0-088 0.2% 83% False False 836,355
40 125-048 123-042 2-005 1.6% 0-107 0.3% 41% False False 1,133,440
60 125-260 123-042 2-218 2.2% 0-084 0.2% 31% False False 764,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 124-222
2.618 124-141
1.618 124-091
1.000 124-060
0.618 124-041
HIGH 124-010
0.618 123-311
0.500 123-305
0.382 123-299
LOW 123-280
0.618 123-249
1.000 123-230
1.618 123-199
2.618 123-149
4.250 123-068
Fisher Pivots for day following 16-Apr-2021
Pivot 1 day 3 day
R1 123-307 123-302
PP 123-306 123-296
S1 123-305 123-290

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

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