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 |
|
|
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 |
|