ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 18-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
123-280 |
124-012 |
0-052 |
0.1% |
124-170 |
High |
124-002 |
124-018 |
0-015 |
0.0% |
124-208 |
Low |
123-265 |
123-140 |
-0-125 |
-0.3% |
123-140 |
Close |
123-295 |
123-262 |
-0-032 |
-0.1% |
123-262 |
Range |
0-058 |
0-198 |
0-140 |
243.5% |
1-068 |
ATR |
0-076 |
0-084 |
0-009 |
11.5% |
0-000 |
Volume |
11,296 |
737 |
-10,559 |
-93.5% |
26,062 |
|
Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-199 |
125-108 |
124-051 |
|
R3 |
125-002 |
124-231 |
123-317 |
|
R2 |
124-124 |
124-124 |
123-299 |
|
R1 |
124-033 |
124-033 |
123-281 |
123-300 |
PP |
123-247 |
123-247 |
123-247 |
123-220 |
S1 |
123-156 |
123-156 |
123-244 |
123-102 |
S2 |
123-049 |
123-049 |
123-226 |
|
S3 |
122-172 |
122-278 |
123-208 |
|
S4 |
121-294 |
122-081 |
123-154 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-192 |
126-295 |
124-156 |
|
R3 |
126-125 |
125-228 |
124-049 |
|
R2 |
125-058 |
125-058 |
124-014 |
|
R1 |
124-160 |
124-160 |
123-298 |
124-075 |
PP |
123-310 |
123-310 |
123-310 |
123-268 |
S1 |
123-092 |
123-092 |
123-227 |
123-008 |
S2 |
122-242 |
122-242 |
123-191 |
|
S3 |
121-175 |
122-025 |
123-156 |
|
S4 |
120-108 |
120-278 |
123-049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-208 |
123-140 |
1-068 |
1.0% |
0-112 |
0.3% |
32% |
False |
True |
5,212 |
10 |
124-270 |
123-140 |
1-130 |
1.1% |
0-091 |
0.2% |
27% |
False |
True |
9,861 |
20 |
124-270 |
123-140 |
1-130 |
1.1% |
0-073 |
0.2% |
27% |
False |
True |
449,815 |
40 |
124-270 |
123-140 |
1-130 |
1.1% |
0-075 |
0.2% |
27% |
False |
True |
654,212 |
60 |
124-270 |
123-042 |
1-228 |
1.4% |
0-078 |
0.2% |
40% |
False |
False |
696,474 |
80 |
124-282 |
123-042 |
1-240 |
1.4% |
0-091 |
0.2% |
39% |
False |
False |
837,893 |
100 |
125-260 |
123-042 |
2-218 |
2.2% |
0-083 |
0.2% |
26% |
False |
False |
744,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-217 |
2.618 |
125-215 |
1.618 |
125-017 |
1.000 |
124-215 |
0.618 |
124-140 |
HIGH |
124-018 |
0.618 |
123-262 |
0.500 |
123-239 |
0.382 |
123-215 |
LOW |
123-140 |
0.618 |
123-018 |
1.000 |
122-262 |
1.618 |
122-140 |
2.618 |
121-263 |
4.250 |
120-261 |
|
|
Fisher Pivots for day following 18-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
123-255 |
123-311 |
PP |
123-247 |
123-295 |
S1 |
123-239 |
123-279 |
|