ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 03-May-2021
Day Change Summary
Previous Current
30-Apr-2021 03-May-2021 Change Change % Previous Week
Open 123-288 123-302 0-015 0.0% 123-315
High 124-000 124-048 0-048 0.1% 124-012
Low 123-265 123-272 0-008 0.0% 123-222
Close 123-300 124-028 0-048 0.1% 123-300
Range 0-055 0-095 0-040 72.7% 0-110
ATR 0-082 0-083 0-001 1.1% 0-000
Volume 952,151 748,568 -203,583 -21.4% 4,064,753
Daily Pivots for day following 03-May-2021
Classic Woodie Camarilla DeMark
R4 124-294 124-256 124-080
R3 124-199 124-161 124-054
R2 124-104 124-104 124-045
R1 124-066 124-066 124-036 124-085
PP 124-009 124-009 124-009 124-019
S1 123-291 123-291 124-019 123-310
S2 123-234 123-234 124-010
S3 123-139 123-196 124-001
S4 123-044 123-101 123-295
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
5 124-048 123-222 0-145 0.4% 0-076 0.2% 86% True False 810,001
10 124-065 123-222 0-162 0.4% 0-072 0.2% 77% False False 719,966
20 124-065 123-128 0-258 0.6% 0-079 0.2% 85% False False 732,193
40 124-072 123-042 1-030 0.9% 0-088 0.2% 87% False False 869,057
60 125-192 123-042 2-150 2.0% 0-093 0.2% 39% False False 894,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-131
2.618 124-296
1.618 124-201
1.000 124-142
0.618 124-106
HIGH 124-048
0.618 124-011
0.500 124-000
0.382 123-309
LOW 123-272
0.618 123-214
1.000 123-178
1.618 123-119
2.618 123-024
4.250 122-189
Fisher Pivots for day following 03-May-2021
Pivot 1 day 3 day
R1 124-018 124-010
PP 124-009 123-312
S1 124-000 123-295

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

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