ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-105 |
-0-015 |
0.0% |
124-068 |
| High |
124-142 |
124-150 |
0-008 |
0.0% |
124-152 |
| Low |
124-088 |
124-085 |
-0-002 |
0.0% |
124-062 |
| Close |
124-110 |
124-132 |
0-022 |
0.1% |
124-132 |
| Range |
0-055 |
0-065 |
0-010 |
18.2% |
0-090 |
| ATR |
0-070 |
0-070 |
0-000 |
-0.5% |
0-000 |
| Volume |
555,937 |
92,392 |
-463,545 |
-83.4% |
7,944,422 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-318 |
124-290 |
124-168 |
|
| R3 |
124-252 |
124-225 |
124-150 |
|
| R2 |
124-188 |
124-188 |
124-144 |
|
| R1 |
124-160 |
124-160 |
124-138 |
124-174 |
| PP |
124-122 |
124-122 |
124-122 |
124-129 |
| S1 |
124-095 |
124-095 |
124-127 |
124-109 |
| S2 |
124-058 |
124-058 |
124-121 |
|
| S3 |
123-312 |
124-030 |
124-115 |
|
| S4 |
123-248 |
123-285 |
124-097 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-066 |
125-029 |
124-182 |
|
| R3 |
124-296 |
124-259 |
124-157 |
|
| R2 |
124-206 |
124-206 |
124-149 |
|
| R1 |
124-169 |
124-169 |
124-141 |
124-188 |
| PP |
124-116 |
124-116 |
124-116 |
124-125 |
| S1 |
124-079 |
124-079 |
124-124 |
124-098 |
| S2 |
124-026 |
124-026 |
124-116 |
|
| S3 |
123-256 |
123-309 |
124-108 |
|
| S4 |
123-166 |
123-219 |
124-083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-152 |
124-062 |
0-090 |
0.2% |
0-051 |
0.1% |
78% |
False |
False |
1,588,884 |
| 10 |
124-152 |
123-300 |
0-172 |
0.4% |
0-061 |
0.2% |
88% |
False |
False |
1,219,859 |
| 20 |
124-208 |
123-272 |
0-255 |
0.6% |
0-071 |
0.2% |
71% |
False |
False |
1,067,662 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-076 |
0.2% |
85% |
False |
False |
896,222 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-083 |
0.2% |
85% |
False |
False |
947,206 |
| 80 |
125-192 |
123-042 |
2-150 |
2.0% |
0-087 |
0.2% |
52% |
False |
False |
928,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-106 |
|
2.618 |
125-000 |
|
1.618 |
124-255 |
|
1.000 |
124-215 |
|
0.618 |
124-190 |
|
HIGH |
124-150 |
|
0.618 |
124-125 |
|
0.500 |
124-118 |
|
0.382 |
124-110 |
|
LOW |
124-085 |
|
0.618 |
124-045 |
|
1.000 |
124-020 |
|
1.618 |
123-300 |
|
2.618 |
123-235 |
|
4.250 |
123-129 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-128 |
124-128 |
| PP |
124-122 |
124-122 |
| S1 |
124-118 |
124-118 |
|