ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 123-202 123-305 0-102 0.3% 123-262
High 123-308 123-305 -0-002 0.0% 123-308
Low 123-192 123-265 0-072 0.2% 123-192
Close 123-298 123-285 -0-012 0.0% 123-298
Range 0-115 0-040 -0-075 -65.2% 0-115
ATR 0-069 0-067 -0-002 -3.0% 0-000
Volume 1,035,792 505,109 -530,683 -51.2% 3,020,726
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-085 124-065 123-307
R3 124-045 124-025 123-296
R2 124-005 124-005 123-292
R1 123-305 123-305 123-289 123-295
PP 123-285 123-285 123-285 123-280
S1 123-265 123-265 123-281 123-255
S2 123-245 123-245 123-278
S3 123-205 123-225 123-274
S4 123-165 123-185 123-263
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-291 124-249 124-041
R3 124-176 124-134 124-009
R2 124-061 124-061 123-319
R1 124-019 124-019 123-308 124-040
PP 123-266 123-266 123-266 123-276
S1 123-224 123-224 123-287 123-245
S2 123-151 123-151 123-276
S3 123-036 123-109 123-266
S4 122-241 122-314 123-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-308 123-192 0-115 0.3% 0-065 0.2% 80% False False 705,167
10 123-308 123-192 0-115 0.3% 0-061 0.2% 80% False False 1,161,634
20 123-308 123-105 0-202 0.5% 0-066 0.2% 89% False False 625,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-155
2.618 124-090
1.618 124-050
1.000 124-025
0.618 124-010
HIGH 123-305
0.618 123-290
0.500 123-285
0.382 123-280
LOW 123-265
0.618 123-240
1.000 123-225
1.618 123-200
2.618 123-160
4.250 123-095
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 123-285 123-273
PP 123-285 123-262
S1 123-285 123-250

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

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