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 |
|
|
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 |
|