ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 123-268 123-275 0-008 0.0% 124-170
High 124-008 123-298 -0-030 -0.1% 124-208
Low 123-268 123-252 -0-015 0.0% 123-140
Close 123-275 123-265 -0-010 0.0% 123-262
Range 0-060 0-045 -0-015 -25.0% 1-068
ATR 0-083 0-080 -0-003 -3.3% 0-000
Volume 216 618 402 186.1% 26,062
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-087 124-061 123-290
R3 124-042 124-016 123-277
R2 123-317 123-317 123-273
R1 123-291 123-291 123-269 123-281
PP 123-272 123-272 123-272 123-267
S1 123-246 123-246 123-261 123-236
S2 123-227 123-227 123-257
S3 123-182 123-201 123-253
S4 123-137 123-156 123-240
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% 0-095 0.2% 63% False False 617
10 124-270 123-140 1-130 1.1% 0-091 0.2% 28% False False 3,906
20 124-270 123-140 1-130 1.1% 0-078 0.2% 28% False False 41,875
40 124-270 123-140 1-130 1.1% 0-075 0.2% 28% False False 581,354
60 124-270 123-042 1-228 1.4% 0-077 0.2% 41% False False 637,582
80 124-270 123-042 1-228 1.4% 0-084 0.2% 41% False False 742,873
100 125-225 123-042 2-182 2.1% 0-085 0.2% 27% False False 744,530
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-169
2.618 124-095
1.618 124-050
1.000 124-022
0.618 124-005
HIGH 123-298
0.618 123-280
0.500 123-275
0.382 123-270
LOW 123-252
0.618 123-225
1.000 123-208
1.618 123-180
2.618 123-135
4.250 123-061
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 123-275 123-288
PP 123-272 123-280
S1 123-268 123-272

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

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