ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-042 |
124-075 |
0-032 |
0.1% |
123-315 |
| High |
124-082 |
124-098 |
0-015 |
0.0% |
124-012 |
| Low |
124-000 |
124-060 |
0-060 |
0.2% |
123-222 |
| Close |
124-065 |
124-078 |
0-012 |
0.0% |
123-300 |
| Range |
0-082 |
0-038 |
-0-045 |
-54.5% |
0-110 |
| ATR |
0-084 |
0-080 |
-0-003 |
-3.9% |
0-000 |
| Volume |
789,090 |
715,558 |
-73,532 |
-9.3% |
4,064,753 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-191 |
124-172 |
124-098 |
|
| R3 |
124-153 |
124-134 |
124-088 |
|
| R2 |
124-116 |
124-116 |
124-084 |
|
| R1 |
124-097 |
124-097 |
124-081 |
124-106 |
| PP |
124-078 |
124-078 |
124-078 |
124-083 |
| S1 |
124-059 |
124-059 |
124-074 |
124-069 |
| S2 |
124-041 |
124-041 |
124-071 |
|
| S3 |
124-003 |
124-022 |
124-067 |
|
| S4 |
123-286 |
123-304 |
124-057 |
|
|
| 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 |
124-098 |
123-265 |
0-152 |
0.4% |
0-072 |
0.2% |
87% |
True |
False |
828,149 |
| 10 |
124-098 |
123-222 |
0-195 |
0.5% |
0-071 |
0.2% |
90% |
True |
False |
781,702 |
| 20 |
124-098 |
123-162 |
0-255 |
0.6% |
0-078 |
0.2% |
92% |
True |
False |
744,035 |
| 40 |
124-098 |
123-042 |
1-055 |
0.9% |
0-087 |
0.2% |
95% |
True |
False |
844,322 |
| 60 |
125-192 |
123-042 |
2-150 |
2.0% |
0-095 |
0.2% |
45% |
False |
False |
934,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-257 |
|
2.618 |
124-196 |
|
1.618 |
124-158 |
|
1.000 |
124-135 |
|
0.618 |
124-121 |
|
HIGH |
124-098 |
|
0.618 |
124-083 |
|
0.500 |
124-079 |
|
0.382 |
124-074 |
|
LOW |
124-060 |
|
0.618 |
124-037 |
|
1.000 |
124-022 |
|
1.618 |
123-319 |
|
2.618 |
123-282 |
|
4.250 |
123-221 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-079 |
124-067 |
| PP |
124-078 |
124-057 |
| S1 |
124-078 |
124-046 |
|