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
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
4.250 125-148
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

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

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