ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 123-258 123-278 0-020 0.1% 123-195
High 123-290 123-280 -0-010 0.0% 123-298
Low 123-248 123-195 -0-052 -0.1% 123-192
Close 123-272 123-198 -0-075 -0.2% 123-272
Range 0-042 0-085 0-042 100.0% 0-105
ATR 0-064 0-065 0-002 2.4% 0-000
Volume 544,390 713,399 169,009 31.0% 8,090,511
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-159 124-103 123-244
R3 124-074 124-018 123-221
R2 123-309 123-309 123-213
R1 123-253 123-253 123-205 123-239
PP 123-224 123-224 123-224 123-217
S1 123-168 123-168 123-190 123-154
S2 123-139 123-139 123-182
S3 123-054 123-083 123-174
S4 122-289 122-318 123-151
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-298 123-195 0-102 0.3% 0-062 0.2% 2% False True 781,765
10 123-298 123-122 0-175 0.4% 0-059 0.1% 43% False False 1,071,295
20 124-025 123-105 0-240 0.6% 0-068 0.2% 39% False False 549,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-001
2.618 124-183
1.618 124-098
1.000 124-045
0.618 124-013
HIGH 123-280
0.618 123-248
0.500 123-238
0.382 123-227
LOW 123-195
0.618 123-142
1.000 123-110
1.618 123-057
2.618 122-292
4.250 122-154
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 123-238 123-242
PP 123-224 123-228
S1 123-211 123-212

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

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