ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-068 |
124-098 |
0-030 |
0.1% |
124-062 |
| High |
124-102 |
124-152 |
0-050 |
0.1% |
124-102 |
| Low |
124-062 |
124-090 |
0-028 |
0.1% |
123-300 |
| Close |
124-092 |
124-140 |
0-048 |
0.1% |
124-062 |
| Range |
0-040 |
0-062 |
0-022 |
56.3% |
0-122 |
| ATR |
0-075 |
0-074 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,958,781 |
3,044,841 |
1,086,060 |
55.4% |
4,254,172 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-315 |
124-290 |
124-174 |
|
| R3 |
124-252 |
124-228 |
124-157 |
|
| R2 |
124-190 |
124-190 |
124-151 |
|
| R1 |
124-165 |
124-165 |
124-146 |
124-178 |
| PP |
124-128 |
124-128 |
124-128 |
124-134 |
| S1 |
124-102 |
124-102 |
124-134 |
124-115 |
| S2 |
124-065 |
124-065 |
124-129 |
|
| S3 |
124-002 |
124-040 |
124-123 |
|
| S4 |
123-260 |
123-298 |
124-106 |
|
|
| 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 |
124-152 |
123-300 |
0-172 |
0.4% |
0-070 |
0.2% |
93% |
True |
False |
1,611,942 |
| 10 |
124-152 |
123-290 |
0-182 |
0.5% |
0-070 |
0.2% |
93% |
True |
False |
1,239,670 |
| 20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-075 |
0.2% |
78% |
False |
False |
1,051,960 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-078 |
0.2% |
86% |
False |
False |
904,977 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-087 |
0.2% |
86% |
False |
False |
954,239 |
| 80 |
125-238 |
123-042 |
2-195 |
2.1% |
0-086 |
0.2% |
50% |
False |
False |
891,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-098 |
|
2.618 |
124-316 |
|
1.618 |
124-254 |
|
1.000 |
124-215 |
|
0.618 |
124-191 |
|
HIGH |
124-152 |
|
0.618 |
124-129 |
|
0.500 |
124-121 |
|
0.382 |
124-114 |
|
LOW |
124-090 |
|
0.618 |
124-051 |
|
1.000 |
124-028 |
|
1.618 |
123-309 |
|
2.618 |
123-246 |
|
4.250 |
123-144 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-134 |
124-126 |
| PP |
124-128 |
124-112 |
| S1 |
124-121 |
124-099 |
|