ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 28-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
123-305 |
123-255 |
-0-050 |
-0.1% |
123-292 |
High |
123-310 |
123-310 |
0-000 |
0.0% |
124-065 |
Low |
123-250 |
123-222 |
-0-028 |
-0.1% |
123-255 |
Close |
123-265 |
123-295 |
0-030 |
0.1% |
124-008 |
Range |
0-060 |
0-088 |
0-028 |
45.8% |
0-130 |
ATR |
0-084 |
0-084 |
0-000 |
0.3% |
0-000 |
Volume |
674,675 |
915,017 |
240,342 |
35.6% |
2,989,952 |
|
Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-218 |
124-184 |
124-023 |
|
R3 |
124-131 |
124-097 |
123-319 |
|
R2 |
124-043 |
124-043 |
123-311 |
|
R1 |
124-009 |
124-009 |
123-303 |
124-026 |
PP |
123-276 |
123-276 |
123-276 |
123-284 |
S1 |
123-242 |
123-242 |
123-287 |
123-259 |
S2 |
123-188 |
123-188 |
123-279 |
|
S3 |
123-101 |
123-154 |
123-271 |
|
S4 |
123-013 |
123-067 |
123-247 |
|
|
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 |
123-222 |
0-162 |
0.4% |
0-068 |
0.2% |
45% |
False |
True |
711,261 |
10 |
124-065 |
123-222 |
0-162 |
0.4% |
0-074 |
0.2% |
45% |
False |
True |
700,164 |
20 |
124-065 |
123-042 |
1-022 |
0.9% |
0-081 |
0.2% |
74% |
False |
False |
750,039 |
40 |
124-190 |
123-042 |
1-148 |
1.2% |
0-093 |
0.2% |
54% |
False |
False |
904,391 |
60 |
125-225 |
123-042 |
2-182 |
2.1% |
0-091 |
0.2% |
31% |
False |
False |
853,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-042 |
2.618 |
124-219 |
1.618 |
124-132 |
1.000 |
124-078 |
0.618 |
124-044 |
HIGH |
123-310 |
0.618 |
123-277 |
0.500 |
123-266 |
0.382 |
123-256 |
LOW |
123-222 |
0.618 |
123-168 |
1.000 |
123-135 |
1.618 |
123-081 |
2.618 |
122-313 |
4.250 |
122-171 |
|
|
Fisher Pivots for day following 28-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
123-285 |
123-289 |
PP |
123-276 |
123-283 |
S1 |
123-266 |
123-278 |
|