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 |
|
|
|
|
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 |
|