ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-082 |
123-310 |
-0-092 |
-0.2% |
123-302 |
| High |
124-095 |
124-055 |
-0-040 |
-0.1% |
124-208 |
| Low |
123-290 |
123-302 |
0-012 |
0.0% |
123-272 |
| Close |
123-310 |
124-035 |
0-045 |
0.1% |
124-128 |
| Range |
0-125 |
0-072 |
-0-052 |
-42.0% |
0-255 |
| ATR |
0-084 |
0-083 |
-0-001 |
-1.0% |
0-000 |
| Volume |
1,478,210 |
922,061 |
-556,149 |
-37.6% |
4,446,101 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-242 |
124-211 |
124-075 |
|
| R3 |
124-169 |
124-138 |
124-055 |
|
| R2 |
124-097 |
124-097 |
124-048 |
|
| R1 |
124-066 |
124-066 |
124-042 |
124-081 |
| PP |
124-024 |
124-024 |
124-024 |
124-032 |
| S1 |
123-313 |
123-313 |
124-028 |
124-009 |
| S2 |
123-272 |
123-272 |
124-022 |
|
| S3 |
123-199 |
123-241 |
124-015 |
|
| S4 |
123-127 |
123-168 |
123-315 |
|
|
| 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% |
0-091 |
0.2% |
27% |
False |
False |
1,045,482 |
| 10 |
124-208 |
123-265 |
0-262 |
0.7% |
0-082 |
0.2% |
34% |
False |
False |
936,815 |
| 20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-076 |
0.2% |
43% |
False |
False |
808,079 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-085 |
0.2% |
64% |
False |
False |
843,525 |
| 60 |
125-058 |
123-042 |
2-015 |
1.6% |
0-097 |
0.2% |
48% |
False |
False |
1,016,752 |
| 80 |
125-260 |
123-042 |
2-218 |
2.2% |
0-082 |
0.2% |
36% |
False |
False |
766,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-043 |
|
2.618 |
124-245 |
|
1.618 |
124-172 |
|
1.000 |
124-128 |
|
0.618 |
124-100 |
|
HIGH |
124-055 |
|
0.618 |
124-027 |
|
0.500 |
124-019 |
|
0.382 |
124-010 |
|
LOW |
123-302 |
|
0.618 |
123-258 |
|
1.000 |
123-230 |
|
1.618 |
123-185 |
|
2.618 |
123-113 |
|
4.250 |
122-314 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-030 |
124-050 |
| PP |
124-024 |
124-045 |
| S1 |
124-019 |
124-040 |
|