ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-115 |
124-135 |
0-020 |
0.1% |
124-068 |
| High |
124-148 |
124-142 |
-0-005 |
0.0% |
124-152 |
| Low |
124-110 |
124-065 |
-0-045 |
-0.1% |
124-062 |
| Close |
124-135 |
124-065 |
-0-070 |
-0.2% |
124-132 |
| Range |
0-038 |
0-078 |
0-040 |
106.7% |
0-090 |
| ATR |
0-066 |
0-066 |
0-001 |
1.3% |
0-000 |
| Volume |
21,279 |
18,022 |
-3,257 |
-15.3% |
7,944,422 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-003 |
124-272 |
124-108 |
|
| R3 |
124-246 |
124-194 |
124-086 |
|
| R2 |
124-168 |
124-168 |
124-079 |
|
| R1 |
124-117 |
124-117 |
124-072 |
124-104 |
| PP |
124-091 |
124-091 |
124-091 |
124-084 |
| S1 |
124-039 |
124-039 |
124-058 |
124-026 |
| S2 |
124-013 |
124-013 |
124-051 |
|
| S3 |
123-256 |
123-282 |
124-044 |
|
| S4 |
123-178 |
123-204 |
124-022 |
|
|
| 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 |
124-150 |
124-065 |
0-085 |
0.2% |
0-054 |
0.1% |
0% |
False |
True |
144,061 |
| 10 |
124-152 |
123-315 |
0-158 |
0.4% |
0-054 |
0.1% |
44% |
False |
False |
990,881 |
| 20 |
124-208 |
123-290 |
0-238 |
0.6% |
0-065 |
0.2% |
40% |
False |
False |
947,609 |
| 40 |
124-208 |
123-162 |
1-045 |
0.9% |
0-072 |
0.2% |
61% |
False |
False |
842,450 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-080 |
0.2% |
71% |
False |
False |
885,548 |
| 80 |
125-192 |
123-042 |
2-150 |
2.0% |
0-087 |
0.2% |
43% |
False |
False |
928,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-152 |
|
2.618 |
125-025 |
|
1.618 |
124-268 |
|
1.000 |
124-220 |
|
0.618 |
124-190 |
|
HIGH |
124-142 |
|
0.618 |
124-113 |
|
0.500 |
124-104 |
|
0.382 |
124-095 |
|
LOW |
124-065 |
|
0.618 |
124-017 |
|
1.000 |
123-308 |
|
1.618 |
123-260 |
|
2.618 |
123-182 |
|
4.250 |
123-056 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-104 |
124-106 |
| PP |
124-091 |
124-092 |
| S1 |
124-078 |
124-079 |
|