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 |
|
|
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 |
|