ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
124-070 |
-0-065 |
-0.2% |
124-120 |
| High |
124-142 |
124-162 |
0-020 |
0.1% |
124-162 |
| Low |
124-065 |
124-060 |
-0-005 |
0.0% |
124-060 |
| Close |
124-065 |
124-155 |
0-090 |
0.2% |
124-155 |
| Range |
0-078 |
0-102 |
0-025 |
32.3% |
0-102 |
| ATR |
0-066 |
0-069 |
0-003 |
3.9% |
0-000 |
| Volume |
18,022 |
16,236 |
-1,786 |
-9.9% |
88,216 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-113 |
125-077 |
124-211 |
|
| R3 |
125-011 |
124-294 |
124-183 |
|
| R2 |
124-228 |
124-228 |
124-174 |
|
| R1 |
124-192 |
124-192 |
124-164 |
124-210 |
| PP |
124-126 |
124-126 |
124-126 |
124-135 |
| S1 |
124-089 |
124-089 |
124-146 |
124-108 |
| S2 |
124-023 |
124-023 |
124-136 |
|
| S3 |
123-241 |
123-307 |
124-127 |
|
| S4 |
123-138 |
123-204 |
124-099 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-113 |
125-077 |
124-211 |
|
| R3 |
125-011 |
124-294 |
124-183 |
|
| R2 |
124-228 |
124-228 |
124-174 |
|
| R1 |
124-192 |
124-192 |
124-164 |
124-210 |
| PP |
124-126 |
124-126 |
124-126 |
124-135 |
| S1 |
124-089 |
124-089 |
124-146 |
124-108 |
| S2 |
124-023 |
124-023 |
124-136 |
|
| S3 |
123-241 |
123-307 |
124-127 |
|
| S4 |
123-138 |
123-204 |
124-099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-162 |
124-060 |
0-102 |
0.3% |
0-064 |
0.2% |
93% |
True |
True |
36,121 |
| 10 |
124-162 |
124-045 |
0-118 |
0.3% |
0-056 |
0.1% |
94% |
True |
False |
889,769 |
| 20 |
124-208 |
123-290 |
0-238 |
0.6% |
0-068 |
0.2% |
78% |
False |
False |
912,643 |
| 40 |
124-208 |
123-162 |
1-045 |
0.9% |
0-073 |
0.2% |
86% |
False |
False |
828,339 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-081 |
0.2% |
89% |
False |
False |
867,096 |
| 80 |
125-192 |
123-042 |
2-150 |
2.0% |
0-088 |
0.2% |
55% |
False |
False |
929,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-278 |
|
2.618 |
125-111 |
|
1.618 |
125-008 |
|
1.000 |
124-265 |
|
0.618 |
124-226 |
|
HIGH |
124-162 |
|
0.618 |
124-123 |
|
0.500 |
124-111 |
|
0.382 |
124-099 |
|
LOW |
124-060 |
|
0.618 |
123-317 |
|
1.000 |
123-278 |
|
1.618 |
123-214 |
|
2.618 |
123-112 |
|
4.250 |
122-264 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-140 |
124-140 |
| PP |
124-126 |
124-126 |
| S1 |
124-111 |
124-111 |
|