ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
123-305 |
124-048 |
0-062 |
0.2% |
123-232 |
| High |
124-045 |
124-058 |
0-012 |
0.0% |
124-040 |
| Low |
123-270 |
124-010 |
0-060 |
0.2% |
123-162 |
| Close |
124-038 |
124-030 |
-0-008 |
0.0% |
123-308 |
| Range |
0-095 |
0-048 |
-0-048 |
-50.0% |
0-198 |
| ATR |
0-095 |
0-091 |
-0-003 |
-3.6% |
0-000 |
| Volume |
597,518 |
585,519 |
-11,999 |
-2.0% |
3,785,794 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-175 |
124-150 |
124-056 |
|
| R3 |
124-128 |
124-102 |
124-043 |
|
| R2 |
124-080 |
124-080 |
124-039 |
|
| R1 |
124-055 |
124-055 |
124-034 |
124-044 |
| PP |
124-032 |
124-032 |
124-032 |
124-027 |
| S1 |
124-008 |
124-008 |
124-026 |
123-316 |
| S2 |
123-305 |
123-305 |
124-021 |
|
| S3 |
123-258 |
123-280 |
124-017 |
|
| S4 |
123-210 |
123-232 |
124-004 |
|
|
| 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 |
124-058 |
123-235 |
0-142 |
0.4% |
0-079 |
0.2% |
81% |
True |
False |
689,067 |
| 10 |
124-058 |
123-162 |
0-215 |
0.5% |
0-083 |
0.2% |
87% |
True |
False |
700,475 |
| 20 |
124-058 |
123-042 |
1-015 |
0.8% |
0-085 |
0.2% |
92% |
True |
False |
792,780 |
| 40 |
125-038 |
123-042 |
1-315 |
1.6% |
0-107 |
0.3% |
48% |
False |
False |
1,067,550 |
| 60 |
125-260 |
123-042 |
2-218 |
2.2% |
0-087 |
0.2% |
36% |
False |
False |
794,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-259 |
|
2.618 |
124-182 |
|
1.618 |
124-134 |
|
1.000 |
124-105 |
|
0.618 |
124-087 |
|
HIGH |
124-058 |
|
0.618 |
124-039 |
|
0.500 |
124-034 |
|
0.382 |
124-028 |
|
LOW |
124-010 |
|
0.618 |
123-301 |
|
1.000 |
123-282 |
|
1.618 |
123-253 |
|
2.618 |
123-206 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-034 |
124-019 |
| PP |
124-032 |
124-008 |
| S1 |
124-031 |
123-316 |
|