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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 5 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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