ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-170 |
124-165 |
-0-005 |
0.0% |
124-138 |
| High |
124-208 |
124-165 |
-0-042 |
-0.1% |
124-270 |
| Low |
124-142 |
124-138 |
-0-005 |
0.0% |
124-130 |
| Close |
124-148 |
124-148 |
0-000 |
0.0% |
124-200 |
| Range |
0-065 |
0-028 |
-0-038 |
-57.7% |
0-140 |
| ATR |
0-069 |
0-066 |
-0-003 |
-4.3% |
0-000 |
| Volume |
3,507 |
1,662 |
-1,845 |
-52.6% |
72,554 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-232 |
124-218 |
124-163 |
|
| R3 |
124-205 |
124-190 |
124-155 |
|
| R2 |
124-178 |
124-178 |
124-153 |
|
| R1 |
124-162 |
124-162 |
124-150 |
124-156 |
| PP |
124-150 |
124-150 |
124-150 |
124-147 |
| S1 |
124-135 |
124-135 |
124-145 |
124-129 |
| S2 |
124-122 |
124-122 |
124-142 |
|
| S3 |
124-095 |
124-108 |
124-140 |
|
| S4 |
124-068 |
124-080 |
124-132 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-300 |
125-230 |
124-277 |
|
| R3 |
125-160 |
125-090 |
124-238 |
|
| R2 |
125-020 |
125-020 |
124-226 |
|
| R1 |
124-270 |
124-270 |
124-213 |
124-305 |
| PP |
124-200 |
124-200 |
124-200 |
124-218 |
| S1 |
124-130 |
124-130 |
124-187 |
124-165 |
| S2 |
124-060 |
124-060 |
124-174 |
|
| S3 |
123-240 |
123-310 |
124-162 |
|
| S4 |
123-100 |
123-170 |
124-123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-270 |
124-132 |
0-138 |
0.3% |
0-072 |
0.2% |
11% |
False |
False |
5,679 |
| 10 |
124-270 |
124-060 |
0-210 |
0.5% |
0-066 |
0.2% |
42% |
False |
False |
13,326 |
| 20 |
124-270 |
123-300 |
0-290 |
0.7% |
0-062 |
0.2% |
58% |
False |
False |
589,304 |
| 40 |
124-270 |
123-222 |
1-048 |
0.9% |
0-068 |
0.2% |
67% |
False |
False |
699,256 |
| 60 |
124-270 |
123-042 |
1-228 |
1.4% |
0-074 |
0.2% |
78% |
False |
False |
733,953 |
| 80 |
125-038 |
123-042 |
1-315 |
1.6% |
0-088 |
0.2% |
67% |
False |
False |
912,668 |
| 100 |
125-260 |
123-042 |
2-218 |
2.2% |
0-079 |
0.2% |
50% |
False |
False |
744,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-282 |
|
2.618 |
124-237 |
|
1.618 |
124-209 |
|
1.000 |
124-192 |
|
0.618 |
124-182 |
|
HIGH |
124-165 |
|
0.618 |
124-154 |
|
0.500 |
124-151 |
|
0.382 |
124-148 |
|
LOW |
124-138 |
|
0.618 |
124-121 |
|
1.000 |
124-110 |
|
1.618 |
124-093 |
|
2.618 |
124-066 |
|
4.250 |
124-021 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-151 |
124-204 |
| PP |
124-150 |
124-185 |
| S1 |
124-149 |
124-166 |
|