ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 123-252 123-268 0-015 0.0% 124-170
High 124-000 124-008 0-008 0.0% 124-208
Low 123-248 123-268 0-020 0.1% 123-140
Close 123-310 123-275 -0-035 -0.1% 123-262
Range 0-072 0-060 -0-012 -17.2% 1-068
ATR 0-085 0-083 -0-002 -2.1% 0-000
Volume 344 216 -128 -37.2% 26,062
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-150 124-112 123-308
R3 124-090 124-052 123-292
R2 124-030 124-030 123-286
R1 123-312 123-312 123-280 124-011
PP 123-290 123-290 123-290 123-299
S1 123-252 123-252 123-270 123-271
S2 123-230 123-230 123-264
S3 123-170 123-192 123-258
S4 123-110 123-132 123-242
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
5 124-018 123-140 0-198 0.5% 0-098 0.2% 68% False False 2,753
10 124-270 123-140 1-130 1.1% 0-099 0.2% 30% False False 4,502
20 124-270 123-140 1-130 1.1% 0-078 0.2% 30% False False 156,468
40 124-270 123-140 1-130 1.1% 0-076 0.2% 30% False False 604,214
60 124-270 123-042 1-228 1.4% 0-078 0.2% 42% False False 655,474
80 124-270 123-042 1-228 1.4% 0-084 0.2% 42% False False 754,797
100 125-238 123-042 2-195 2.1% 0-084 0.2% 28% False False 744,535
Crabel Price Patterns
NR True
NR4 True
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 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-262
2.618 124-165
1.618 124-105
1.000 124-068
0.618 124-045
HIGH 124-008
0.618 123-305
0.500 123-298
0.382 123-290
LOW 123-268
0.618 123-230
1.000 123-208
1.618 123-170
2.618 123-110
4.250 123-012
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 123-298 123-272
PP 123-290 123-268
S1 123-282 123-265

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

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