ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 05-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
Open |
124-028 |
124-042 |
0-015 |
0.0% |
123-315 |
High |
124-085 |
124-082 |
-0-002 |
0.0% |
124-012 |
Low |
123-315 |
124-000 |
0-005 |
0.0% |
123-222 |
Close |
124-035 |
124-065 |
0-030 |
0.1% |
123-300 |
Range |
0-090 |
0-082 |
-0-008 |
-8.3% |
0-110 |
ATR |
0-084 |
0-084 |
0-000 |
-0.1% |
0-000 |
Volume |
935,378 |
789,090 |
-146,288 |
-15.6% |
4,064,753 |
|
Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-297 |
124-263 |
124-110 |
|
R3 |
124-214 |
124-181 |
124-088 |
|
R2 |
124-132 |
124-132 |
124-080 |
|
R1 |
124-098 |
124-098 |
124-073 |
124-115 |
PP |
124-049 |
124-049 |
124-049 |
124-058 |
S1 |
124-016 |
124-016 |
124-057 |
124-032 |
S2 |
123-287 |
123-287 |
124-050 |
|
S3 |
123-204 |
123-253 |
124-042 |
|
S4 |
123-122 |
123-171 |
124-020 |
|
|
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% |
89% |
False |
False |
836,956 |
10 |
124-085 |
123-222 |
0-182 |
0.5% |
0-075 |
0.2% |
89% |
False |
False |
774,109 |
20 |
124-085 |
123-162 |
0-242 |
0.6% |
0-079 |
0.2% |
92% |
False |
False |
737,292 |
40 |
124-085 |
123-042 |
1-042 |
0.9% |
0-088 |
0.2% |
94% |
False |
False |
854,517 |
60 |
125-192 |
123-042 |
2-150 |
2.0% |
0-095 |
0.2% |
43% |
False |
False |
922,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-113 |
2.618 |
124-298 |
1.618 |
124-216 |
1.000 |
124-165 |
0.618 |
124-133 |
HIGH |
124-082 |
0.618 |
124-051 |
0.500 |
124-041 |
0.382 |
124-032 |
LOW |
124-000 |
0.618 |
123-269 |
1.000 |
123-238 |
1.618 |
123-187 |
2.618 |
123-104 |
4.250 |
122-289 |
|
|
Fisher Pivots for day following 05-May-2021 |
Pivot |
1 day |
3 day |
R1 |
124-057 |
124-050 |
PP |
124-049 |
124-034 |
S1 |
124-041 |
124-019 |
|