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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 2 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols