ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 04-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
Open |
123-302 |
124-028 |
0-045 |
0.1% |
123-315 |
High |
124-048 |
124-085 |
0-038 |
0.1% |
124-012 |
Low |
123-272 |
123-315 |
0-042 |
0.1% |
123-222 |
Close |
124-028 |
124-035 |
0-008 |
0.0% |
123-300 |
Range |
0-095 |
0-090 |
-0-005 |
-5.3% |
0-110 |
ATR |
0-083 |
0-084 |
0-000 |
0.6% |
0-000 |
Volume |
748,568 |
935,378 |
186,810 |
25.0% |
4,064,753 |
|
Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-308 |
124-262 |
124-084 |
|
R3 |
124-218 |
124-172 |
124-060 |
|
R2 |
124-128 |
124-128 |
124-052 |
|
R1 |
124-082 |
124-082 |
124-043 |
124-105 |
PP |
124-038 |
124-038 |
124-038 |
124-050 |
S1 |
123-312 |
123-312 |
124-027 |
124-015 |
S2 |
123-268 |
123-268 |
124-018 |
|
S3 |
123-178 |
123-222 |
124-010 |
|
S4 |
123-088 |
123-132 |
123-306 |
|
|
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 |
124-085 |
123-222 |
0-182 |
0.5% |
0-082 |
0.2% |
73% |
True |
False |
862,142 |
10 |
124-085 |
123-222 |
0-182 |
0.5% |
0-072 |
0.2% |
73% |
True |
False |
753,752 |
20 |
124-085 |
123-162 |
0-242 |
0.6% |
0-078 |
0.2% |
79% |
True |
False |
738,303 |
40 |
124-085 |
123-042 |
1-042 |
0.9% |
0-088 |
0.2% |
86% |
True |
False |
864,679 |
60 |
125-192 |
123-042 |
2-150 |
2.0% |
0-094 |
0.2% |
40% |
False |
False |
909,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-148 |
2.618 |
125-001 |
1.618 |
124-231 |
1.000 |
124-175 |
0.618 |
124-141 |
HIGH |
124-085 |
0.618 |
124-051 |
0.500 |
124-040 |
0.382 |
124-029 |
LOW |
123-315 |
0.618 |
123-259 |
1.000 |
123-225 |
1.618 |
123-169 |
2.618 |
123-079 |
4.250 |
122-252 |
|
|
Fisher Pivots for day following 04-May-2021 |
Pivot |
1 day |
3 day |
R1 |
124-040 |
124-028 |
PP |
124-038 |
124-022 |
S1 |
124-037 |
124-015 |
|