ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 25-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
123-275 |
123-278 |
0-002 |
0.0% |
123-282 |
High |
123-298 |
123-280 |
-0-018 |
0.0% |
124-008 |
Low |
123-252 |
123-228 |
-0-025 |
-0.1% |
123-202 |
Close |
123-265 |
123-238 |
-0-028 |
-0.1% |
123-238 |
Range |
0-045 |
0-052 |
0-008 |
16.7% |
0-125 |
ATR |
0-080 |
0-078 |
-0-002 |
-2.5% |
0-000 |
Volume |
618 |
140 |
-478 |
-77.3% |
2,492 |
|
Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-086 |
124-054 |
123-266 |
|
R3 |
124-033 |
124-002 |
123-252 |
|
R2 |
123-301 |
123-301 |
123-247 |
|
R1 |
123-269 |
123-269 |
123-242 |
123-259 |
PP |
123-248 |
123-248 |
123-248 |
123-243 |
S1 |
123-217 |
123-217 |
123-233 |
123-206 |
S2 |
123-196 |
123-196 |
123-228 |
|
S3 |
123-143 |
123-164 |
123-223 |
|
S4 |
123-091 |
123-112 |
123-209 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-311 |
124-239 |
123-306 |
|
R3 |
124-186 |
124-114 |
123-272 |
|
R2 |
124-061 |
124-061 |
123-260 |
|
R1 |
123-309 |
123-309 |
123-249 |
123-282 |
PP |
123-256 |
123-256 |
123-256 |
123-242 |
S1 |
123-184 |
123-184 |
123-226 |
123-158 |
S2 |
123-131 |
123-131 |
123-215 |
|
S3 |
123-006 |
123-059 |
123-203 |
|
S4 |
122-201 |
122-254 |
123-169 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-008 |
123-202 |
0-125 |
0.3% |
0-066 |
0.2% |
28% |
False |
False |
498 |
10 |
124-208 |
123-140 |
1-068 |
1.0% |
0-089 |
0.2% |
25% |
False |
False |
2,855 |
20 |
124-270 |
123-140 |
1-130 |
1.1% |
0-078 |
0.2% |
22% |
False |
False |
14,085 |
40 |
124-270 |
123-140 |
1-130 |
1.1% |
0-074 |
0.2% |
22% |
False |
False |
562,367 |
60 |
124-270 |
123-042 |
1-228 |
1.4% |
0-077 |
0.2% |
36% |
False |
False |
615,327 |
80 |
124-270 |
123-042 |
1-228 |
1.4% |
0-083 |
0.2% |
36% |
False |
False |
728,724 |
100 |
125-192 |
123-042 |
2-150 |
2.0% |
0-085 |
0.2% |
25% |
False |
False |
744,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-183 |
2.618 |
124-097 |
1.618 |
124-045 |
1.000 |
124-012 |
0.618 |
123-312 |
HIGH |
123-280 |
0.618 |
123-260 |
0.500 |
123-254 |
0.382 |
123-248 |
LOW |
123-228 |
0.618 |
123-195 |
1.000 |
123-175 |
1.618 |
123-143 |
2.618 |
123-090 |
4.250 |
123-004 |
|
|
Fisher Pivots for day following 25-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
123-254 |
123-278 |
PP |
123-248 |
123-264 |
S1 |
123-243 |
123-251 |
|