ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 123-302 123-100 -0-202 -0.5% 123-305
High 124-000 123-140 -0-180 -0.5% 124-110
Low 123-075 123-072 -0-002 0.0% 123-265
Close 123-130 123-120 -0-010 0.0% 124-038
Range 0-245 0-068 -0-178 -72.4% 0-165
ATR 0-083 0-082 -0-001 -1.3% 0-000
Volume 1,507,727 1,661,560 153,833 10.2% 3,773,544
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 123-313 123-284 123-157
R3 123-246 123-217 123-139
R2 123-178 123-178 123-132
R1 123-149 123-149 123-126 123-164
PP 123-111 123-111 123-111 123-118
S1 123-082 123-082 123-114 123-096
S2 123-043 123-043 123-108
S3 122-296 123-014 123-101
S4 122-228 122-267 123-083
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
5 124-110 123-072 1-038 0.9% 0-100 0.3% 13% False True 1,023,250
10 124-110 123-072 1-038 0.9% 0-094 0.2% 13% False True 919,030
20 124-110 123-072 1-038 0.9% 0-076 0.2% 13% False True 995,162
40 124-110 123-030 1-080 1.0% 0-075 0.2% 23% False False 505,059
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-107
2.618 123-317
1.618 123-249
1.000 123-208
0.618 123-182
HIGH 123-140
0.618 123-114
0.500 123-106
0.382 123-098
LOW 123-072
0.618 123-031
1.000 123-005
1.618 122-283
2.618 122-216
4.250 122-106
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 123-115 123-198
PP 123-111 123-172
S1 123-106 123-146

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

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