ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 124-175 124-168 -0-008 0.0% 124-120
High 124-195 124-238 0-042 0.1% 124-162
Low 124-140 124-165 0-025 0.1% 124-060
Close 124-175 124-212 0-038 0.1% 124-155
Range 0-055 0-072 0-018 31.8% 0-102
ATR 0-065 0-066 0-001 0.8% 0-000
Volume 19,344 5,998 -13,346 -69.0% 88,216
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 125-102 125-070 124-252
R3 125-030 124-318 124-232
R2 124-278 124-278 124-226
R1 124-245 124-245 124-219 124-261
PP 124-205 124-205 124-205 124-213
S1 124-172 124-172 124-206 124-189
S2 124-132 124-132 124-199
S3 124-060 124-100 124-193
S4 123-308 124-028 124-173
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
5 124-238 124-060 0-178 0.4% 0-067 0.2% 86% True False 17,916
10 124-238 124-060 0-178 0.4% 0-056 0.1% 86% True False 308,434
20 124-238 123-290 0-268 0.7% 0-063 0.2% 91% True False 774,052
40 124-238 123-220 1-018 0.8% 0-069 0.2% 93% True False 773,062
60 124-238 123-042 1-195 1.3% 0-078 0.2% 95% True False 818,241
80 125-122 123-042 2-080 1.8% 0-088 0.2% 68% False False 929,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-226
2.618 125-107
1.618 125-035
1.000 124-310
0.618 124-282
HIGH 124-238
0.618 124-210
0.500 124-201
0.382 124-193
LOW 124-165
0.618 124-120
1.000 124-092
1.618 124-048
2.618 123-295
4.250 123-177
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 124-209 124-203
PP 124-205 124-193
S1 124-201 124-184

These figures are updated between 7pm and 10pm EST after a trading day.

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