ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-168 |
124-188 |
0-020 |
0.1% |
124-120 |
| High |
124-238 |
124-252 |
0-015 |
0.0% |
124-162 |
| Low |
124-165 |
124-132 |
-0-032 |
-0.1% |
124-060 |
| Close |
124-212 |
124-230 |
0-018 |
0.0% |
124-155 |
| Range |
0-072 |
0-120 |
0-048 |
65.5% |
0-102 |
| ATR |
0-066 |
0-070 |
0-004 |
5.9% |
0-000 |
| Volume |
5,998 |
6,574 |
576 |
9.6% |
88,216 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-245 |
125-198 |
124-296 |
|
| R3 |
125-125 |
125-078 |
124-263 |
|
| R2 |
125-005 |
125-005 |
124-252 |
|
| R1 |
124-278 |
124-278 |
124-241 |
124-301 |
| PP |
124-205 |
124-205 |
124-205 |
124-217 |
| S1 |
124-158 |
124-158 |
124-219 |
124-181 |
| S2 |
124-085 |
124-085 |
124-208 |
|
| S3 |
123-285 |
124-038 |
124-197 |
|
| S4 |
123-165 |
123-238 |
124-164 |
|
|
| 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 |
124-252 |
124-060 |
0-192 |
0.5% |
0-076 |
0.2% |
88% |
True |
False |
15,627 |
| 10 |
124-252 |
124-060 |
0-192 |
0.5% |
0-065 |
0.2% |
88% |
True |
False |
79,844 |
| 20 |
124-252 |
123-300 |
0-272 |
0.7% |
0-063 |
0.2% |
92% |
True |
False |
700,470 |
| 40 |
124-252 |
123-222 |
1-030 |
0.9% |
0-071 |
0.2% |
94% |
True |
False |
755,418 |
| 60 |
124-252 |
123-042 |
1-210 |
1.3% |
0-080 |
0.2% |
96% |
True |
False |
805,687 |
| 80 |
125-058 |
123-042 |
2-015 |
1.6% |
0-088 |
0.2% |
77% |
False |
False |
927,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-122 |
|
2.618 |
125-247 |
|
1.618 |
125-127 |
|
1.000 |
125-052 |
|
0.618 |
125-007 |
|
HIGH |
124-252 |
|
0.618 |
124-207 |
|
0.500 |
124-192 |
|
0.382 |
124-178 |
|
LOW |
124-132 |
|
0.618 |
124-058 |
|
1.000 |
124-012 |
|
1.618 |
123-258 |
|
2.618 |
123-138 |
|
4.250 |
122-262 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-218 |
124-218 |
| PP |
124-205 |
124-205 |
| S1 |
124-192 |
124-192 |
|