ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 124-032 124-095 0-062 0.2% 123-305
High 124-095 124-110 0-015 0.0% 124-110
Low 123-280 124-032 0-072 0.2% 123-265
Close 124-065 124-038 -0-028 -0.1% 124-038
Range 0-135 0-078 -0-058 -42.6% 0-165
ATR 0-072 0-073 0-000 0.5% 0-000
Volume 1,090,195 735,281 -354,914 -32.6% 3,773,544
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-292 124-242 124-080
R3 124-215 124-165 124-059
R2 124-138 124-138 124-052
R1 124-088 124-088 124-045 124-074
PP 124-060 124-060 124-060 124-053
S1 124-010 124-010 124-030 123-316
S2 123-302 123-302 124-023
S3 123-225 123-252 124-016
S4 123-148 123-175 123-315
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 125-206 125-127 124-128
R3 125-041 124-282 124-083
R2 124-196 124-196 124-068
R1 124-117 124-117 124-053 124-156
PP 124-031 124-031 124-031 124-051
S1 123-272 123-272 124-022 123-311
S2 123-186 123-186 124-007
S3 123-021 123-107 123-312
S4 122-176 122-262 123-267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-110 123-265 0-165 0.4% 0-080 0.2% 56% True False 754,708
10 124-110 123-192 0-238 0.6% 0-076 0.2% 69% True False 771,448
20 124-110 123-108 1-002 0.8% 0-069 0.2% 78% True False 787,610
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-119
2.618 124-313
1.618 124-235
1.000 124-188
0.618 124-158
HIGH 124-110
0.618 124-080
0.500 124-071
0.382 124-062
LOW 124-032
0.618 123-305
1.000 123-275
1.618 123-227
2.618 123-150
4.250 123-023
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 124-071 124-037
PP 124-060 124-036
S1 124-049 124-035

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

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