ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-120 |
0-015 |
0.0% |
124-068 |
| High |
124-150 |
124-130 |
-0-020 |
-0.1% |
124-152 |
| Low |
124-085 |
124-092 |
0-008 |
0.0% |
124-062 |
| Close |
124-132 |
124-118 |
-0-015 |
0.0% |
124-132 |
| Range |
0-065 |
0-038 |
-0-028 |
-42.3% |
0-090 |
| ATR |
0-070 |
0-068 |
-0-002 |
-3.0% |
0-000 |
| Volume |
92,392 |
32,679 |
-59,713 |
-64.6% |
7,944,422 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-226 |
124-209 |
124-138 |
|
| R3 |
124-188 |
124-172 |
124-128 |
|
| R2 |
124-151 |
124-151 |
124-124 |
|
| R1 |
124-134 |
124-134 |
124-121 |
124-124 |
| PP |
124-113 |
124-113 |
124-113 |
124-108 |
| S1 |
124-097 |
124-097 |
124-114 |
124-086 |
| S2 |
124-076 |
124-076 |
124-111 |
|
| S3 |
124-038 |
124-059 |
124-107 |
|
| S4 |
124-001 |
124-022 |
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 |
124-085 |
0-068 |
0.2% |
0-050 |
0.1% |
48% |
False |
False |
1,203,664 |
| 10 |
124-152 |
123-300 |
0-172 |
0.4% |
0-058 |
0.1% |
80% |
False |
False |
1,165,282 |
| 20 |
124-208 |
123-290 |
0-238 |
0.6% |
0-068 |
0.2% |
62% |
False |
False |
1,031,867 |
| 40 |
124-208 |
123-128 |
1-080 |
1.0% |
0-074 |
0.2% |
78% |
False |
False |
882,030 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-082 |
0.2% |
81% |
False |
False |
923,327 |
| 80 |
125-192 |
123-042 |
2-150 |
2.0% |
0-087 |
0.2% |
50% |
False |
False |
928,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-289 |
|
2.618 |
124-228 |
|
1.618 |
124-191 |
|
1.000 |
124-168 |
|
0.618 |
124-153 |
|
HIGH |
124-130 |
|
0.618 |
124-116 |
|
0.500 |
124-111 |
|
0.382 |
124-107 |
|
LOW |
124-092 |
|
0.618 |
124-069 |
|
1.000 |
124-055 |
|
1.618 |
124-032 |
|
2.618 |
123-314 |
|
4.250 |
123-253 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-115 |
124-118 |
| PP |
124-113 |
124-118 |
| S1 |
124-111 |
124-118 |
|