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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
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

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

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