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 |
|
|
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 |
|