ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 22-Apr-2021
Day Change Summary
Previous Current
21-Apr-2021 22-Apr-2021 Change Change % Previous Week
Open 124-048 124-032 -0-015 0.0% 123-232
High 124-058 124-065 0-008 0.0% 124-040
Low 124-010 123-308 -0-022 -0.1% 123-162
Close 124-030 124-032 0-002 0.0% 123-308
Range 0-048 0-078 0-030 63.2% 0-198
ATR 0-091 0-090 -0-001 -1.1% 0-000
Volume 585,519 639,626 54,107 9.2% 3,785,794
Daily Pivots for day following 22-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-261 124-224 124-075
R3 124-183 124-147 124-054
R2 124-106 124-106 124-047
R1 124-069 124-069 124-040 124-071
PP 124-028 124-028 124-028 124-029
S1 123-312 123-312 124-025 123-314
S2 123-271 123-271 124-018
S3 123-193 123-234 124-011
S4 123-116 123-157 123-310
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
5 124-065 123-255 0-130 0.3% 0-070 0.2% 75% True False 623,430
10 124-065 123-162 0-222 0.6% 0-084 0.2% 85% True False 706,367
20 124-065 123-042 1-022 0.9% 0-086 0.2% 91% True False 780,997
40 124-282 123-042 1-240 1.4% 0-106 0.3% 55% False False 1,021,573
60 125-260 123-042 2-218 2.2% 0-089 0.2% 36% False False 805,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-074
2.618 124-268
1.618 124-190
1.000 124-142
0.618 124-113
HIGH 124-065
0.618 124-035
0.500 124-026
0.382 124-017
LOW 123-308
0.618 123-260
1.000 123-230
1.618 123-182
2.618 123-105
4.250 122-298
Fisher Pivots for day following 22-Apr-2021
Pivot 1 day 3 day
R1 124-030 124-024
PP 124-028 124-016
S1 124-026 124-008

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

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