ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 123-278 123-315 0-038 0.1% 123-282
High 123-290 123-318 0-028 0.1% 124-008
Low 123-252 123-308 0-055 0.1% 123-202
Close 123-290 123-308 0-018 0.0% 123-238
Range 0-038 0-010 -0-028 -73.3% 0-125
ATR 0-074 0-070 -0-003 -4.5% 0-000
Volume 175 307 132 75.4% 2,492
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-021 124-014 123-313
R3 124-011 124-004 123-310
R2 124-001 124-001 123-309
R1 123-314 123-314 123-308 123-312
PP 123-311 123-311 123-311 123-310
S1 123-304 123-304 123-307 123-302
S2 123-301 123-301 123-306
S3 123-291 123-294 123-305
S4 123-281 123-284 123-302
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
5 123-318 123-228 0-090 0.2% 0-032 0.1% 89% True False 327
10 124-018 123-140 0-198 0.5% 0-065 0.2% 85% False False 1,540
20 124-270 123-140 1-130 1.1% 0-074 0.2% 37% False False 6,812
40 124-270 123-140 1-130 1.1% 0-070 0.2% 37% False False 496,487
60 124-270 123-140 1-130 1.1% 0-073 0.2% 37% False False 577,092
80 124-270 123-042 1-228 1.4% 0-079 0.2% 48% False False 680,583
100 125-192 123-042 2-150 2.0% 0-084 0.2% 34% False False 744,348
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 124-040
2.618 124-024
1.618 124-014
1.000 124-008
0.618 124-004
HIGH 123-318
0.618 123-314
0.500 123-312
0.382 123-311
LOW 123-308
0.618 123-301
1.000 123-298
1.618 123-291
2.618 123-281
4.250 123-265
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 123-312 123-300
PP 123-311 123-292
S1 123-309 123-285

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

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