ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 27-Apr-2021
Day Change Summary
Previous Current
26-Apr-2021 27-Apr-2021 Change Change % Previous Week
Open 123-315 123-305 -0-010 0.0% 123-292
High 124-012 123-310 -0-022 -0.1% 124-065
Low 123-282 123-250 -0-032 -0.1% 123-255
Close 123-305 123-265 -0-040 -0.1% 124-008
Range 0-050 0-060 0-010 20.0% 0-130
ATR 0-086 0-084 -0-002 -2.2% 0-000
Volume 763,314 674,675 -88,639 -11.6% 2,989,952
Daily Pivots for day following 27-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-135 124-100 123-298
R3 124-075 124-040 123-282
R2 124-015 124-015 123-276
R1 123-300 123-300 123-270 123-288
PP 123-275 123-275 123-275 123-269
S1 123-240 123-240 123-260 123-228
S2 123-215 123-215 123-254
S3 123-155 123-180 123-248
S4 123-095 123-120 123-232
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
5 124-065 123-250 0-135 0.3% 0-060 0.2% 11% False True 645,362
10 124-065 123-220 0-165 0.4% 0-072 0.2% 27% False False 679,895
20 124-065 123-042 1-022 0.9% 0-082 0.2% 65% False False 757,993
40 124-195 123-042 1-152 1.2% 0-093 0.2% 47% False False 905,379
60 125-238 123-042 2-195 2.1% 0-090 0.2% 27% False False 838,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-245
2.618 124-147
1.618 124-087
1.000 124-050
0.618 124-027
HIGH 123-310
0.618 123-287
0.500 123-280
0.382 123-273
LOW 123-250
0.618 123-213
1.000 123-190
1.618 123-153
2.618 123-093
4.250 122-315
Fisher Pivots for day following 27-Apr-2021
Pivot 1 day 3 day
R1 123-280 123-315
PP 123-275 123-298
S1 123-270 123-282

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

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