ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 123-285 123-318 0-032 0.1% 123-262
High 124-025 124-078 0-052 0.1% 123-308
Low 123-282 123-315 0-032 0.1% 123-192
Close 124-008 124-045 0-038 0.1% 123-298
Range 0-062 0-082 0-020 32.0% 0-115
ATR 0-067 0-068 0-001 1.7% 0-000
Volume 726,461 716,498 -9,963 -1.4% 3,020,726
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-287 124-248 124-090
R3 124-204 124-166 124-068
R2 124-122 124-122 124-060
R1 124-083 124-083 124-053 124-102
PP 124-039 124-039 124-039 124-049
S1 124-001 124-001 124-037 124-020
S2 123-277 123-277 124-030
S3 123-194 123-238 124-022
S4 123-112 123-156 124-000
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
5 124-078 123-192 0-205 0.5% 0-077 0.2% 84% True False 739,451
10 124-078 123-192 0-205 0.5% 0-065 0.2% 84% True False 899,261
20 124-078 123-105 0-292 0.7% 0-068 0.2% 89% True False 697,595
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 3 trading days
Fibonacci Retracements and Extensions
4.250 125-108
2.618 124-293
1.618 124-211
1.000 124-160
0.618 124-128
HIGH 124-078
0.618 124-046
0.500 124-036
0.382 124-027
LOW 123-315
0.618 123-264
1.000 123-232
1.618 123-182
2.618 123-099
4.250 122-284
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 124-042 124-034
PP 124-039 124-022
S1 124-036 124-011

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

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