ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 123-318 124-032 0-035 0.1% 123-262
High 124-078 124-095 0-018 0.0% 123-308
Low 123-315 123-280 -0-035 -0.1% 123-192
Close 124-045 124-065 0-020 0.1% 123-298
Range 0-082 0-135 0-052 63.6% 0-115
ATR 0-068 0-072 0-005 7.1% 0-000
Volume 716,498 1,090,195 373,697 52.2% 3,020,726
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 125-125 125-070 124-139
R3 124-310 124-255 124-102
R2 124-175 124-175 124-090
R1 124-120 124-120 124-077 124-148
PP 124-040 124-040 124-040 124-054
S1 123-305 123-305 124-053 124-012
S2 123-225 123-225 124-040
S3 123-090 123-170 124-028
S4 122-275 123-035 123-311
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
5 124-095 123-192 0-222 0.6% 0-087 0.2% 87% True False 814,811
10 124-095 123-192 0-222 0.6% 0-074 0.2% 87% True False 798,288
20 124-095 123-108 0-308 0.8% 0-068 0.2% 90% True False 751,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 126-029
2.618 125-128
1.618 124-313
1.000 124-230
0.618 124-178
HIGH 124-095
0.618 124-043
0.500 124-028
0.382 124-012
LOW 123-280
0.618 123-197
1.000 123-145
1.618 123-062
2.618 122-247
4.250 122-026
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 124-052 124-052
PP 124-040 124-040
S1 124-028 124-028

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

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