ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 29-Apr-2021
Day Change Summary
Previous Current
28-Apr-2021 29-Apr-2021 Change Change % Previous Week
Open 123-255 123-308 0-052 0.1% 123-292
High 123-310 123-308 -0-002 0.0% 124-065
Low 123-222 123-222 0-000 0.0% 123-255
Close 123-295 123-288 -0-008 0.0% 124-008
Range 0-088 0-085 -0-002 -2.9% 0-130
ATR 0-084 0-084 0-000 0.1% 0-000
Volume 915,017 759,596 -155,421 -17.0% 2,989,952
Daily Pivots for day following 29-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-208 124-172 124-014
R3 124-122 124-088 123-311
R2 124-038 124-038 123-303
R1 124-002 124-002 123-295 123-298
PP 123-272 123-272 123-272 123-260
S1 123-238 123-238 123-280 123-212
S2 123-188 123-188 123-272
S3 123-102 123-152 123-264
S4 123-018 123-068 123-241
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
5 124-060 123-222 0-158 0.4% 0-070 0.2% 41% False True 735,255
10 124-065 123-222 0-162 0.4% 0-070 0.2% 40% False True 679,343
20 124-065 123-042 1-022 0.9% 0-082 0.2% 72% False False 721,246
40 124-122 123-042 1-080 1.0% 0-091 0.2% 61% False False 895,080
60 125-192 123-042 2-150 2.0% 0-092 0.2% 31% False False 865,847
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-029
2.618 124-210
1.618 124-125
1.000 124-072
0.618 124-040
HIGH 123-308
0.618 123-275
0.500 123-265
0.382 123-255
LOW 123-222
0.618 123-170
1.000 123-138
1.618 123-085
2.618 123-000
4.250 122-181
Fisher Pivots for day following 29-Apr-2021
Pivot 1 day 3 day
R1 123-280 123-280
PP 123-272 123-273
S1 123-265 123-266

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

View Archives - Comment on this page... - Back to Index of Symbols