ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 30-Apr-2021
Day Change Summary
Previous Current
29-Apr-2021 30-Apr-2021 Change Change % Previous Week
Open 123-308 123-288 -0-020 -0.1% 123-315
High 123-308 124-000 0-012 0.0% 124-012
Low 123-222 123-265 0-042 0.1% 123-222
Close 123-288 123-300 0-012 0.0% 123-300
Range 0-085 0-055 -0-030 -35.3% 0-110
ATR 0-084 0-082 -0-002 -2.5% 0-000
Volume 759,596 952,151 192,555 25.3% 4,064,753
Daily Pivots for day following 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-140 124-115 124-010
R3 124-085 124-060 123-315
R2 124-030 124-030 123-310
R1 124-005 124-005 123-305 124-018
PP 123-295 123-295 123-295 123-301
S1 123-270 123-270 123-295 123-282
S2 123-240 123-240 123-290
S3 123-185 123-215 123-285
S4 123-130 123-160 123-270
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-295 124-248 124-040
R3 124-185 124-138 124-010
R2 124-075 124-075 124-000
R1 124-028 124-028 123-310 123-316
PP 123-285 123-285 123-285 123-269
S1 123-238 123-238 123-290 123-206
S2 123-175 123-175 123-280
S3 123-065 123-128 123-270
S4 122-275 123-018 123-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-012 123-222 0-110 0.3% 0-068 0.2% 70% False False 812,950
10 124-065 123-222 0-162 0.4% 0-070 0.2% 48% False False 705,470
20 124-065 123-042 1-022 0.9% 0-080 0.2% 75% False False 724,782
40 124-072 123-042 1-030 0.9% 0-089 0.2% 74% False False 886,978
60 125-192 123-042 2-150 2.0% 0-092 0.2% 33% False False 881,649
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-234
2.618 124-144
1.618 124-089
1.000 124-055
0.618 124-034
HIGH 124-000
0.618 123-299
0.500 123-292
0.382 123-286
LOW 123-265
0.618 123-231
1.000 123-210
1.618 123-176
2.618 123-121
4.250 123-031
Fisher Pivots for day following 30-Apr-2021
Pivot 1 day 3 day
R1 123-298 123-290
PP 123-295 123-281
S1 123-292 123-271

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

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