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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-016
Narrowest range in 2 trading days
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

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

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