ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 123-282 123-252 -0-030 -0.1% 124-170
High 123-302 124-000 0-018 0.0% 124-208
Low 123-202 123-248 0-045 0.1% 123-140
Close 123-268 123-310 0-042 0.1% 123-262
Range 0-100 0-072 -0-028 -27.5% 1-068
ATR 0-085 0-085 -0-001 -1.1% 0-000
Volume 1,174 344 -830 -70.7% 26,062
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-190 124-162 124-030
R3 124-118 124-090 124-010
R2 124-045 124-045 124-003
R1 124-018 124-018 123-317 124-031
PP 123-292 123-292 123-292 123-299
S1 123-265 123-265 123-303 123-279
S2 123-220 123-220 123-297
S3 123-148 123-192 123-290
S4 123-075 123-120 123-270
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
5 124-162 123-140 1-022 0.9% 0-128 0.3% 50% False False 4,482
10 124-270 123-140 1-130 1.1% 0-100 0.3% 38% False False 5,080
20 124-270 123-140 1-130 1.1% 0-078 0.2% 38% False False 308,699
40 124-270 123-140 1-130 1.1% 0-076 0.2% 38% False False 621,075
60 124-270 123-042 1-228 1.4% 0-079 0.2% 49% False False 667,001
80 124-270 123-042 1-228 1.4% 0-085 0.2% 49% False False 773,757
100 125-238 123-042 2-195 2.1% 0-084 0.2% 32% False False 744,708
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 3 trading days
Fibonacci Retracements and Extensions
4.250 124-308
2.618 124-190
1.618 124-117
1.000 124-072
0.618 124-045
HIGH 124-000
0.618 123-292
0.500 123-284
0.382 123-275
LOW 123-248
0.618 123-203
1.000 123-175
1.618 123-130
2.618 123-058
4.250 122-259
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 123-301 123-286
PP 123-292 123-262
S1 123-284 123-239

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

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