ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 123-302 123-302 0-000 0.0% 123-305
High 124-002 124-000 -0-002 0.0% 124-110
Low 123-290 123-075 -0-215 -0.5% 123-265
Close 123-300 123-130 -0-170 -0.4% 124-038
Range 0-032 0-245 0-212 653.8% 0-165
ATR 0-070 0-083 0-012 17.8% 0-000
Volume 633,171 1,507,727 874,556 138.1% 3,773,544
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 125-270 125-125 123-265
R3 125-025 124-200 123-197
R2 124-100 124-100 123-175
R1 123-275 123-275 123-152 123-225
PP 123-175 123-175 123-175 123-150
S1 123-030 123-030 123-108 122-300
S2 122-250 122-250 123-085
S3 122-005 122-105 123-063
S4 121-080 121-180 122-315
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
5 124-110 123-075 1-035 0.9% 0-114 0.3% 15% False True 908,977
10 124-110 123-075 1-035 0.9% 0-095 0.2% 15% False True 824,214
20 124-110 123-075 1-035 0.9% 0-079 0.2% 15% False True 918,193
40 124-110 123-030 1-080 1.0% 0-074 0.2% 25% False False 463,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 127-081
2.618 126-001
1.618 125-076
1.000 124-245
0.618 124-151
HIGH 124-000
0.618 123-226
0.500 123-198
0.382 123-169
LOW 123-075
0.618 122-244
1.000 122-150
1.618 121-319
2.618 121-074
4.250 119-314
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 123-198 123-222
PP 123-175 123-192
S1 123-152 123-161

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

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