ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 14-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
Open |
123-310 |
124-045 |
0-055 |
0.1% |
124-118 |
High |
124-055 |
124-088 |
0-032 |
0.1% |
124-152 |
Low |
123-302 |
124-038 |
0-055 |
0.1% |
123-290 |
Close |
124-035 |
124-058 |
0-022 |
0.1% |
124-058 |
Range |
0-072 |
0-050 |
-0-022 |
-31.0% |
0-182 |
ATR |
0-083 |
0-081 |
-0-002 |
-2.6% |
0-000 |
Volume |
922,061 |
738,643 |
-183,418 |
-19.9% |
4,708,549 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-211 |
124-184 |
124-085 |
|
R3 |
124-161 |
124-134 |
124-071 |
|
R2 |
124-111 |
124-111 |
124-067 |
|
R1 |
124-084 |
124-084 |
124-062 |
124-098 |
PP |
124-061 |
124-061 |
124-061 |
124-068 |
S1 |
124-034 |
124-034 |
124-053 |
124-048 |
S2 |
124-011 |
124-011 |
124-048 |
|
S3 |
123-281 |
123-304 |
124-044 |
|
S4 |
123-231 |
123-254 |
124-030 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-288 |
125-195 |
124-158 |
|
R3 |
125-105 |
125-012 |
124-108 |
|
R2 |
124-242 |
124-242 |
124-091 |
|
R1 |
124-150 |
124-150 |
124-074 |
124-105 |
PP |
124-060 |
124-060 |
124-060 |
124-038 |
S1 |
123-288 |
123-288 |
124-041 |
123-242 |
S2 |
123-198 |
123-198 |
124-024 |
|
S3 |
123-015 |
123-105 |
124-007 |
|
S4 |
122-152 |
122-242 |
123-277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-152 |
123-290 |
0-182 |
0.5% |
0-071 |
0.2% |
48% |
False |
False |
941,709 |
10 |
124-208 |
123-272 |
0-255 |
0.6% |
0-081 |
0.2% |
41% |
False |
False |
915,465 |
20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-076 |
0.2% |
51% |
False |
False |
810,467 |
40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-082 |
0.2% |
69% |
False |
False |
823,411 |
60 |
125-048 |
123-042 |
2-005 |
1.6% |
0-096 |
0.2% |
52% |
False |
False |
1,025,783 |
80 |
125-260 |
123-042 |
2-218 |
2.2% |
0-082 |
0.2% |
39% |
False |
False |
776,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-300 |
2.618 |
124-218 |
1.618 |
124-168 |
1.000 |
124-138 |
0.618 |
124-118 |
HIGH |
124-088 |
0.618 |
124-068 |
0.500 |
124-062 |
0.382 |
124-057 |
LOW |
124-038 |
0.618 |
124-007 |
1.000 |
123-308 |
1.618 |
123-277 |
2.618 |
123-227 |
4.250 |
123-145 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
124-062 |
124-049 |
PP |
124-061 |
124-041 |
S1 |
124-059 |
124-032 |
|