ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-045 |
124-062 |
0-018 |
0.0% |
124-118 |
| High |
124-088 |
124-102 |
0-015 |
0.0% |
124-152 |
| Low |
124-038 |
124-030 |
-0-008 |
0.0% |
123-290 |
| Close |
124-058 |
124-045 |
-0-012 |
0.0% |
124-058 |
| Range |
0-050 |
0-072 |
0-022 |
45.0% |
0-182 |
| ATR |
0-081 |
0-080 |
-0-001 |
-0.8% |
0-000 |
| Volume |
738,643 |
578,445 |
-160,198 |
-21.7% |
4,708,549 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-277 |
124-233 |
124-085 |
|
| R3 |
124-204 |
124-161 |
124-065 |
|
| R2 |
124-132 |
124-132 |
124-058 |
|
| R1 |
124-088 |
124-088 |
124-052 |
124-074 |
| PP |
124-059 |
124-059 |
124-059 |
124-052 |
| S1 |
124-016 |
124-016 |
124-038 |
124-001 |
| S2 |
123-307 |
123-307 |
124-032 |
|
| S3 |
123-234 |
123-263 |
124-025 |
|
| S4 |
123-162 |
123-191 |
124-005 |
|
|
| 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 |
124-130 |
123-290 |
0-160 |
0.4% |
0-076 |
0.2% |
47% |
False |
False |
906,715 |
| 10 |
124-208 |
123-290 |
0-238 |
0.6% |
0-079 |
0.2% |
32% |
False |
False |
898,452 |
| 20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-075 |
0.2% |
47% |
False |
False |
809,209 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-081 |
0.2% |
66% |
False |
False |
806,277 |
| 60 |
125-038 |
123-042 |
1-315 |
1.6% |
0-096 |
0.2% |
51% |
False |
False |
1,020,457 |
| 80 |
125-260 |
123-042 |
2-218 |
2.2% |
0-083 |
0.2% |
38% |
False |
False |
783,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-091 |
|
2.618 |
124-292 |
|
1.618 |
124-220 |
|
1.000 |
124-175 |
|
0.618 |
124-147 |
|
HIGH |
124-102 |
|
0.618 |
124-075 |
|
0.500 |
124-066 |
|
0.382 |
124-058 |
|
LOW |
124-030 |
|
0.618 |
123-305 |
|
1.000 |
123-278 |
|
1.618 |
123-233 |
|
2.618 |
123-160 |
|
4.250 |
123-042 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-066 |
124-044 |
| PP |
124-059 |
124-043 |
| S1 |
124-052 |
124-042 |
|