ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
124-012 |
123-282 |
-0-050 |
-0.1% |
124-170 |
High |
124-018 |
123-302 |
-0-035 |
-0.1% |
124-208 |
Low |
123-140 |
123-202 |
0-062 |
0.2% |
123-140 |
Close |
123-262 |
123-268 |
0-005 |
0.0% |
123-262 |
Range |
0-198 |
0-100 |
-0-098 |
-49.4% |
1-068 |
ATR |
0-084 |
0-085 |
0-001 |
1.3% |
0-000 |
Volume |
737 |
1,174 |
437 |
59.3% |
26,062 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-238 |
124-192 |
124-002 |
|
R3 |
124-138 |
124-092 |
123-295 |
|
R2 |
124-038 |
124-038 |
123-286 |
|
R1 |
123-312 |
123-312 |
123-277 |
123-285 |
PP |
123-258 |
123-258 |
123-258 |
123-244 |
S1 |
123-212 |
123-212 |
123-258 |
123-185 |
S2 |
123-158 |
123-158 |
123-249 |
|
S3 |
123-058 |
123-112 |
123-240 |
|
S4 |
122-278 |
123-012 |
123-212 |
|
|
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 |
124-165 |
123-140 |
1-025 |
0.9% |
0-120 |
0.3% |
37% |
False |
False |
4,745 |
10 |
124-270 |
123-140 |
1-130 |
1.1% |
0-098 |
0.2% |
28% |
False |
False |
6,980 |
20 |
124-270 |
123-140 |
1-130 |
1.1% |
0-076 |
0.2% |
28% |
False |
False |
406,621 |
40 |
124-270 |
123-140 |
1-130 |
1.1% |
0-076 |
0.2% |
28% |
False |
False |
640,150 |
60 |
124-270 |
123-042 |
1-228 |
1.4% |
0-079 |
0.2% |
41% |
False |
False |
679,647 |
80 |
124-270 |
123-042 |
1-228 |
1.4% |
0-086 |
0.2% |
41% |
False |
False |
802,462 |
100 |
125-238 |
123-042 |
2-195 |
2.1% |
0-084 |
0.2% |
27% |
False |
False |
744,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-088 |
2.618 |
124-244 |
1.618 |
124-144 |
1.000 |
124-082 |
0.618 |
124-044 |
HIGH |
123-302 |
0.618 |
123-264 |
0.500 |
123-252 |
0.382 |
123-241 |
LOW |
123-202 |
0.618 |
123-141 |
1.000 |
123-102 |
1.618 |
123-041 |
2.618 |
122-261 |
4.250 |
122-098 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
123-262 |
123-258 |
PP |
123-258 |
123-248 |
S1 |
123-252 |
123-239 |
|