ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-075 |
124-068 |
-0-008 |
0.0% |
124-062 |
| High |
124-090 |
124-102 |
0-012 |
0.0% |
124-102 |
| Low |
124-045 |
124-062 |
0-018 |
0.0% |
123-300 |
| Close |
124-062 |
124-092 |
0-030 |
0.1% |
124-062 |
| Range |
0-045 |
0-040 |
-0-005 |
-11.1% |
0-122 |
| ATR |
0-078 |
0-075 |
-0-003 |
-3.5% |
0-000 |
| Volume |
865,053 |
1,958,781 |
1,093,728 |
126.4% |
4,254,172 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-206 |
124-189 |
124-114 |
|
| R3 |
124-166 |
124-149 |
124-104 |
|
| R2 |
124-126 |
124-126 |
124-100 |
|
| R1 |
124-109 |
124-109 |
124-096 |
124-118 |
| PP |
124-086 |
124-086 |
124-086 |
124-090 |
| S1 |
124-069 |
124-069 |
124-089 |
124-078 |
| S2 |
124-046 |
124-046 |
124-085 |
|
| S3 |
124-006 |
124-029 |
124-082 |
|
| S4 |
123-286 |
123-309 |
124-070 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-096 |
125-042 |
124-130 |
|
| R3 |
124-293 |
124-239 |
124-096 |
|
| R2 |
124-171 |
124-171 |
124-085 |
|
| R1 |
124-117 |
124-117 |
124-074 |
124-124 |
| PP |
124-048 |
124-048 |
124-048 |
124-052 |
| S1 |
123-314 |
123-314 |
124-051 |
124-001 |
| S2 |
123-246 |
123-246 |
124-040 |
|
| S3 |
123-123 |
123-192 |
124-029 |
|
| S4 |
123-001 |
123-069 |
123-315 |
|
|
| 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% |
0-064 |
0.2% |
92% |
True |
False |
1,126,901 |
| 10 |
124-130 |
123-290 |
0-160 |
0.4% |
0-070 |
0.2% |
77% |
False |
False |
1,016,808 |
| 20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-075 |
0.2% |
62% |
False |
False |
933,452 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-079 |
0.2% |
76% |
False |
False |
846,152 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-087 |
0.2% |
76% |
False |
False |
928,777 |
| 80 |
125-238 |
123-042 |
2-195 |
2.1% |
0-086 |
0.2% |
44% |
False |
False |
853,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-272 |
|
2.618 |
124-207 |
|
1.618 |
124-167 |
|
1.000 |
124-142 |
|
0.618 |
124-127 |
|
HIGH |
124-102 |
|
0.618 |
124-087 |
|
0.500 |
124-082 |
|
0.382 |
124-078 |
|
LOW |
124-062 |
|
0.618 |
124-038 |
|
1.000 |
124-022 |
|
1.618 |
123-318 |
|
2.618 |
123-278 |
|
4.250 |
123-212 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-089 |
124-078 |
| PP |
124-086 |
124-063 |
| S1 |
124-082 |
124-049 |
|