ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-075 |
124-060 |
-0-015 |
0.0% |
123-302 |
| High |
124-098 |
124-208 |
0-110 |
0.3% |
124-208 |
| Low |
124-060 |
124-058 |
-0-002 |
0.0% |
123-272 |
| Close |
124-078 |
124-128 |
0-050 |
0.1% |
124-128 |
| Range |
0-038 |
0-150 |
0-112 |
300.0% |
0-255 |
| ATR |
0-080 |
0-085 |
0-005 |
6.2% |
0-000 |
| Volume |
715,558 |
1,257,507 |
541,949 |
75.7% |
4,446,101 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-261 |
125-184 |
124-210 |
|
| R3 |
125-111 |
125-034 |
124-169 |
|
| R2 |
124-281 |
124-281 |
124-155 |
|
| R1 |
124-204 |
124-204 |
124-141 |
124-242 |
| PP |
124-131 |
124-131 |
124-131 |
124-150 |
| S1 |
124-054 |
124-054 |
124-114 |
124-092 |
| S2 |
123-301 |
123-301 |
124-100 |
|
| S3 |
123-151 |
123-224 |
124-086 |
|
| S4 |
123-001 |
123-074 |
124-045 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-221 |
126-109 |
124-268 |
|
| R3 |
125-286 |
125-174 |
124-198 |
|
| R2 |
125-031 |
125-031 |
124-174 |
|
| R1 |
124-239 |
124-239 |
124-151 |
124-295 |
| PP |
124-096 |
124-096 |
124-096 |
124-124 |
| S1 |
123-304 |
123-304 |
124-104 |
124-040 |
| S2 |
123-161 |
123-161 |
124-081 |
|
| S3 |
122-226 |
123-049 |
124-057 |
|
| S4 |
121-291 |
122-114 |
123-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-208 |
123-272 |
0-255 |
0.6% |
0-091 |
0.2% |
69% |
True |
False |
889,220 |
| 10 |
124-208 |
123-222 |
0-305 |
0.8% |
0-079 |
0.2% |
74% |
True |
False |
851,085 |
| 20 |
124-208 |
123-162 |
1-045 |
0.9% |
0-080 |
0.2% |
78% |
True |
False |
764,330 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-088 |
0.2% |
84% |
True |
False |
846,687 |
| 60 |
125-192 |
123-042 |
2-150 |
2.0% |
0-096 |
0.2% |
51% |
False |
False |
955,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-205 |
|
2.618 |
125-280 |
|
1.618 |
125-130 |
|
1.000 |
125-038 |
|
0.618 |
124-300 |
|
HIGH |
124-208 |
|
0.618 |
124-150 |
|
0.500 |
124-132 |
|
0.382 |
124-115 |
|
LOW |
124-058 |
|
0.618 |
123-285 |
|
1.000 |
123-228 |
|
1.618 |
123-135 |
|
2.618 |
122-305 |
|
4.250 |
122-060 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-132 |
124-120 |
| PP |
124-131 |
124-112 |
| S1 |
124-129 |
124-104 |
|