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 |
|
|
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 |
|