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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
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

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

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