ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 124-108 124-082 -0-025 -0.1% 123-302
High 124-130 124-095 -0-035 -0.1% 124-208
Low 124-072 123-290 -0-102 -0.3% 123-272
Close 124-082 123-310 -0-092 -0.2% 124-128
Range 0-058 0-125 0-068 117.4% 0-255
ATR 0-081 0-084 0-003 3.9% 0-000
Volume 816,220 1,478,210 661,990 81.1% 4,446,101
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 125-073 124-317 124-059
R3 124-268 124-192 124-024
R2 124-143 124-143 124-013
R1 124-067 124-067 124-001 124-042
PP 124-018 124-018 124-018 124-006
S1 123-262 123-262 123-299 123-238
S2 123-213 123-213 123-287
S3 123-088 123-137 123-276
S4 122-283 123-012 123-241
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
5 124-208 123-290 0-238 0.6% 0-084 0.2% 8% False True 1,004,182
10 124-208 123-222 0-305 0.8% 0-083 0.2% 29% False False 920,569
20 124-208 123-222 0-305 0.8% 0-078 0.2% 29% False False 810,367
40 124-208 123-042 1-165 1.2% 0-088 0.2% 55% False False 858,296
60 125-058 123-042 2-015 1.7% 0-097 0.2% 41% False False 1,003,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-306
2.618 125-102
1.618 124-297
1.000 124-220
0.618 124-172
HIGH 124-095
0.618 124-047
0.500 124-032
0.382 124-018
LOW 123-290
0.618 123-213
1.000 123-165
1.618 123-088
2.618 122-283
4.250 122-079
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 124-032 124-061
PP 124-018 124-038
S1 124-004 124-014

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

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