ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 08-Jun-2021
Day Change Summary
Previous Current
07-Jun-2021 08-Jun-2021 Change Change % Previous Week
Open 123-305 123-285 -0-020 -0.1% 123-262
High 123-305 124-025 0-040 0.1% 123-308
Low 123-265 123-282 0-018 0.0% 123-192
Close 123-285 124-008 0-042 0.1% 123-298
Range 0-040 0-062 0-022 56.3% 0-115
ATR 0-067 0-067 0-000 -0.5% 0-000
Volume 505,109 726,461 221,352 43.8% 3,020,726
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-186 124-159 124-042
R3 124-123 124-097 124-025
R2 124-061 124-061 124-019
R1 124-034 124-034 124-013 124-048
PP 123-318 123-318 123-318 124-005
S1 123-292 123-292 124-002 123-305
S2 123-256 123-256 123-316
S3 123-193 123-229 123-310
S4 123-131 123-167 123-293
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
5 124-025 123-192 0-152 0.4% 0-069 0.2% 89% True False 705,030
10 124-025 123-192 0-152 0.4% 0-063 0.2% 89% True False 1,084,847
20 124-025 123-105 0-240 0.6% 0-067 0.2% 93% True False 662,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-291
2.618 124-189
1.618 124-126
1.000 124-088
0.618 124-064
HIGH 124-025
0.618 124-001
0.500 123-314
0.382 123-306
LOW 123-282
0.618 123-244
1.000 123-220
1.618 123-181
2.618 123-119
4.250 123-017
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 124-003 123-308
PP 123-318 123-288
S1 123-314 123-269

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

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