ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
124-155 |
123-280 |
-0-195 |
-0.5% |
124-138 |
High |
124-162 |
124-002 |
-0-160 |
-0.4% |
124-270 |
Low |
123-268 |
123-265 |
-0-002 |
0.0% |
124-130 |
Close |
123-315 |
123-295 |
-0-020 |
-0.1% |
124-200 |
Range |
0-215 |
0-058 |
-0-158 |
-73.3% |
0-140 |
ATR |
0-077 |
0-076 |
-0-001 |
-1.8% |
0-000 |
Volume |
8,860 |
11,296 |
2,436 |
27.5% |
72,554 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-147 |
124-118 |
124-007 |
|
R3 |
124-089 |
124-061 |
123-311 |
|
R2 |
124-032 |
124-032 |
123-306 |
|
R1 |
124-003 |
124-003 |
123-300 |
124-018 |
PP |
123-294 |
123-294 |
123-294 |
123-301 |
S1 |
123-266 |
123-266 |
123-290 |
123-280 |
S2 |
123-237 |
123-237 |
123-284 |
|
S3 |
123-179 |
123-208 |
123-279 |
|
S4 |
123-122 |
123-151 |
123-263 |
|
|
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 |
123-265 |
1-005 |
0.8% |
0-088 |
0.2% |
9% |
False |
True |
7,195 |
10 |
124-270 |
123-265 |
1-005 |
0.8% |
0-082 |
0.2% |
9% |
False |
True |
11,411 |
20 |
124-270 |
123-265 |
1-005 |
0.8% |
0-068 |
0.2% |
9% |
False |
True |
501,146 |
40 |
124-270 |
123-222 |
1-048 |
0.9% |
0-072 |
0.2% |
20% |
False |
False |
670,184 |
60 |
124-270 |
123-042 |
1-228 |
1.4% |
0-076 |
0.2% |
46% |
False |
False |
711,049 |
80 |
125-038 |
123-042 |
1-315 |
1.6% |
0-090 |
0.2% |
40% |
False |
False |
868,867 |
100 |
125-260 |
123-042 |
2-218 |
2.2% |
0-081 |
0.2% |
29% |
False |
False |
744,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-247 |
2.618 |
124-153 |
1.618 |
124-096 |
1.000 |
124-060 |
0.618 |
124-038 |
HIGH |
124-002 |
0.618 |
123-301 |
0.500 |
123-294 |
0.382 |
123-287 |
LOW |
123-265 |
0.618 |
123-229 |
1.000 |
123-208 |
1.618 |
123-172 |
2.618 |
123-114 |
4.250 |
123-021 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
123-295 |
124-055 |
PP |
123-294 |
124-028 |
S1 |
123-294 |
124-002 |
|