ECBOT 5 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 29-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
123-278 |
123-278 |
0-000 |
0.0% |
123-282 |
High |
123-292 |
123-290 |
-0-002 |
0.0% |
124-008 |
Low |
123-278 |
123-252 |
-0-025 |
-0.1% |
123-202 |
Close |
123-282 |
123-290 |
0-008 |
0.0% |
123-238 |
Range |
0-015 |
0-038 |
0-022 |
150.0% |
0-125 |
ATR |
0-076 |
0-074 |
-0-003 |
-3.6% |
0-000 |
Volume |
398 |
175 |
-223 |
-56.0% |
2,492 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-070 |
124-058 |
123-311 |
|
R3 |
124-032 |
124-020 |
123-300 |
|
R2 |
123-315 |
123-315 |
123-297 |
|
R1 |
123-302 |
123-302 |
123-293 |
123-309 |
PP |
123-278 |
123-278 |
123-278 |
123-281 |
S1 |
123-265 |
123-265 |
123-287 |
123-271 |
S2 |
123-240 |
123-240 |
123-283 |
|
S3 |
123-202 |
123-228 |
123-280 |
|
S4 |
123-165 |
123-190 |
123-269 |
|
|
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 |
123-228 |
0-100 |
0.3% |
0-042 |
0.1% |
63% |
False |
False |
309 |
10 |
124-162 |
123-140 |
1-022 |
0.9% |
0-085 |
0.2% |
44% |
False |
False |
2,395 |
20 |
124-270 |
123-140 |
1-130 |
1.1% |
0-076 |
0.2% |
33% |
False |
False |
7,860 |
40 |
124-270 |
123-140 |
1-130 |
1.1% |
0-072 |
0.2% |
33% |
False |
False |
519,864 |
60 |
124-270 |
123-128 |
1-142 |
1.2% |
0-074 |
0.2% |
35% |
False |
False |
590,640 |
80 |
124-270 |
123-042 |
1-228 |
1.4% |
0-080 |
0.2% |
45% |
False |
False |
694,460 |
100 |
125-192 |
123-042 |
2-150 |
2.0% |
0-085 |
0.2% |
31% |
False |
False |
744,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-129 |
2.618 |
124-068 |
1.618 |
124-031 |
1.000 |
124-008 |
0.618 |
123-313 |
HIGH |
123-290 |
0.618 |
123-276 |
0.500 |
123-271 |
0.382 |
123-267 |
LOW |
123-252 |
0.618 |
123-229 |
1.000 |
123-215 |
1.618 |
123-192 |
2.618 |
123-154 |
4.250 |
123-093 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
123-284 |
123-280 |
PP |
123-278 |
123-270 |
S1 |
123-271 |
123-260 |
|