ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 124-165 124-155 -0-010 0.0% 124-138
High 124-165 124-162 -0-002 0.0% 124-270
Low 124-138 123-268 -0-190 -0.5% 124-130
Close 124-148 123-315 -0-152 -0.4% 124-200
Range 0-028 0-215 0-188 681.8% 0-140
ATR 0-066 0-077 0-011 16.0% 0-000
Volume 1,662 8,860 7,198 433.1% 72,554
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 126-040 125-232 124-113
R3 125-145 125-018 124-054
R2 124-250 124-250 124-034
R1 124-122 124-122 124-015 124-079
PP 124-035 124-035 124-035 124-013
S1 123-228 123-228 123-295 123-184
S2 123-140 123-140 123-276
S3 122-245 123-012 123-256
S4 122-030 122-118 123-197
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
5 124-270 123-268 1-002 0.8% 0-100 0.3% 15% False True 6,251
10 124-270 123-268 1-002 0.8% 0-084 0.2% 15% False True 12,084
20 124-270 123-268 1-002 0.8% 0-071 0.2% 15% False True 558,765
40 124-270 123-222 1-048 0.9% 0-072 0.2% 25% False False 684,540
60 124-270 123-042 1-228 1.4% 0-077 0.2% 50% False False 722,986
80 125-038 123-042 1-315 1.6% 0-090 0.2% 43% False False 896,914
100 125-260 123-042 2-218 2.2% 0-081 0.2% 32% False False 744,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 127-116
2.618 126-085
1.618 125-190
1.000 125-058
0.618 124-295
HIGH 124-162
0.618 124-080
0.500 124-055
0.382 124-030
LOW 123-268
0.618 123-135
1.000 123-052
1.618 122-240
2.618 122-025
4.250 120-314
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 124-055 124-078
PP 124-035 124-050
S1 124-015 124-022

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

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