ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
124-032 |
124-062 |
0-030 |
0.1% |
124-118 |
High |
124-068 |
124-095 |
0-028 |
0.1% |
124-152 |
Low |
124-032 |
123-300 |
-0-052 |
-0.1% |
123-290 |
Close |
124-060 |
123-318 |
-0-062 |
-0.2% |
124-058 |
Range |
0-035 |
0-115 |
0-080 |
228.6% |
0-182 |
ATR |
0-077 |
0-080 |
0-003 |
3.5% |
0-000 |
Volume |
619,637 |
1,163,674 |
544,037 |
87.8% |
4,708,549 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-049 |
124-298 |
124-061 |
|
R3 |
124-254 |
124-183 |
124-029 |
|
R2 |
124-139 |
124-139 |
124-019 |
|
R1 |
124-068 |
124-068 |
124-008 |
124-046 |
PP |
124-024 |
124-024 |
124-024 |
124-013 |
S1 |
123-273 |
123-273 |
123-307 |
123-251 |
S2 |
123-229 |
123-229 |
123-296 |
|
S3 |
123-114 |
123-158 |
123-286 |
|
S4 |
122-319 |
123-043 |
123-254 |
|
|
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 |
124-102 |
123-300 |
0-122 |
0.3% |
0-069 |
0.2% |
14% |
False |
True |
804,492 |
10 |
124-208 |
123-290 |
0-238 |
0.6% |
0-076 |
0.2% |
12% |
False |
False |
904,337 |
20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-076 |
0.2% |
31% |
False |
False |
839,223 |
40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-080 |
0.2% |
57% |
False |
False |
816,001 |
60 |
125-038 |
123-042 |
1-315 |
1.6% |
0-097 |
0.2% |
43% |
False |
False |
991,441 |
80 |
125-260 |
123-042 |
2-218 |
2.2% |
0-085 |
0.2% |
32% |
False |
False |
805,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-264 |
2.618 |
125-076 |
1.618 |
124-281 |
1.000 |
124-210 |
0.618 |
124-166 |
HIGH |
124-095 |
0.618 |
124-051 |
0.500 |
124-038 |
0.382 |
124-024 |
LOW |
123-300 |
0.618 |
123-229 |
1.000 |
123-185 |
1.618 |
123-114 |
2.618 |
122-319 |
4.250 |
122-131 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
124-038 |
124-041 |
PP |
124-024 |
124-027 |
S1 |
124-011 |
124-012 |
|