ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
123-245 |
123-262 |
0-018 |
0.0% |
123-195 |
High |
123-298 |
123-270 |
-0-028 |
-0.1% |
123-298 |
Low |
123-220 |
123-228 |
0-008 |
0.0% |
123-192 |
Close |
123-272 |
123-255 |
-0-018 |
0.0% |
123-272 |
Range |
0-078 |
0-042 |
-0-035 |
-45.2% |
0-105 |
ATR |
0-067 |
0-065 |
-0-002 |
-2.3% |
0-000 |
Volume |
920,216 |
727,145 |
-193,071 |
-21.0% |
8,090,511 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-058 |
124-039 |
123-278 |
|
R3 |
124-016 |
123-317 |
123-267 |
|
R2 |
123-293 |
123-293 |
123-263 |
|
R1 |
123-274 |
123-274 |
123-259 |
123-262 |
PP |
123-251 |
123-251 |
123-251 |
123-245 |
S1 |
123-232 |
123-232 |
123-251 |
123-220 |
S2 |
123-208 |
123-208 |
123-247 |
|
S3 |
123-166 |
123-189 |
123-243 |
|
S4 |
123-123 |
123-147 |
123-232 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-249 |
124-206 |
124-010 |
|
R3 |
124-144 |
124-101 |
123-301 |
|
R2 |
124-039 |
124-039 |
123-292 |
|
R1 |
123-316 |
123-316 |
123-282 |
124-018 |
PP |
123-254 |
123-254 |
123-254 |
123-265 |
S1 |
123-211 |
123-211 |
123-263 |
123-232 |
S2 |
123-149 |
123-149 |
123-253 |
|
S3 |
123-044 |
123-106 |
123-244 |
|
S4 |
122-259 |
123-001 |
123-215 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-131 |
2.618 |
124-061 |
1.618 |
124-019 |
1.000 |
123-312 |
0.618 |
123-296 |
HIGH |
123-270 |
0.618 |
123-254 |
0.500 |
123-249 |
0.382 |
123-244 |
LOW |
123-228 |
0.618 |
123-201 |
1.000 |
123-185 |
1.618 |
123-159 |
2.618 |
123-116 |
4.250 |
123-047 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
123-253 |
123-259 |
PP |
123-251 |
123-258 |
S1 |
123-249 |
123-256 |
|