ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 26-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
124-045 |
123-315 |
-0-050 |
-0.1% |
123-292 |
High |
124-060 |
124-012 |
-0-048 |
-0.1% |
124-065 |
Low |
123-312 |
123-282 |
-0-030 |
-0.1% |
123-255 |
Close |
124-008 |
123-305 |
-0-022 |
-0.1% |
124-008 |
Range |
0-068 |
0-050 |
-0-018 |
-25.9% |
0-130 |
ATR |
0-089 |
0-086 |
-0-003 |
-3.1% |
0-000 |
Volume |
563,677 |
763,314 |
199,637 |
35.4% |
2,989,952 |
|
Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-137 |
124-111 |
124-012 |
|
R3 |
124-087 |
124-061 |
123-319 |
|
R2 |
124-037 |
124-037 |
123-314 |
|
R1 |
124-011 |
124-011 |
123-310 |
123-319 |
PP |
123-307 |
123-307 |
123-307 |
123-301 |
S1 |
123-281 |
123-281 |
123-300 |
123-269 |
S2 |
123-257 |
123-257 |
123-296 |
|
S3 |
123-207 |
123-231 |
123-291 |
|
S4 |
123-157 |
123-181 |
123-278 |
|
|
Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-072 |
125-010 |
124-079 |
|
R3 |
124-262 |
124-200 |
124-043 |
|
R2 |
124-132 |
124-132 |
124-031 |
|
R1 |
124-070 |
124-070 |
124-019 |
124-101 |
PP |
124-002 |
124-002 |
124-002 |
124-018 |
S1 |
123-260 |
123-260 |
123-316 |
123-291 |
S2 |
123-192 |
123-192 |
123-304 |
|
S3 |
123-062 |
123-130 |
123-292 |
|
S4 |
122-252 |
123-000 |
123-256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-065 |
123-270 |
0-115 |
0.3% |
0-068 |
0.2% |
30% |
False |
False |
629,930 |
10 |
124-065 |
123-162 |
0-222 |
0.6% |
0-078 |
0.2% |
64% |
False |
False |
694,523 |
20 |
124-065 |
123-042 |
1-022 |
0.9% |
0-084 |
0.2% |
77% |
False |
False |
758,852 |
40 |
124-195 |
123-042 |
1-152 |
1.2% |
0-093 |
0.2% |
56% |
False |
False |
926,439 |
60 |
125-238 |
123-042 |
2-195 |
2.1% |
0-090 |
0.2% |
31% |
False |
False |
827,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-225 |
2.618 |
124-143 |
1.618 |
124-093 |
1.000 |
124-062 |
0.618 |
124-043 |
HIGH |
124-012 |
0.618 |
123-313 |
0.500 |
123-308 |
0.382 |
123-302 |
LOW |
123-282 |
0.618 |
123-252 |
1.000 |
123-232 |
1.618 |
123-202 |
2.618 |
123-152 |
4.250 |
123-070 |
|
|
Fisher Pivots for day following 26-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
123-308 |
124-014 |
PP |
123-307 |
124-004 |
S1 |
123-306 |
123-315 |
|