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 |
|
|
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 |
|