ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 123-100 123-118 0-018 0.0% 124-045
High 123-140 123-172 0-032 0.1% 124-050
Low 123-072 122-275 -0-118 -0.3% 122-275
Close 123-120 123-092 -0-028 -0.1% 123-092
Range 0-068 0-218 0-150 222.2% 1-095
ATR 0-082 0-091 0-010 11.9% 0-000
Volume 1,661,560 1,508,746 -152,814 -9.2% 5,889,716
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 125-086 124-307 123-212
R3 124-188 124-089 123-152
R2 123-291 123-291 123-132
R1 123-192 123-192 123-112 123-132
PP 123-073 123-073 123-073 123-044
S1 122-294 122-294 123-073 122-235
S2 122-176 122-176 123-053
S3 121-278 122-077 123-033
S4 121-061 121-179 122-293
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 127-104 126-193 124-001
R3 126-009 125-098 123-207
R2 124-234 124-234 123-169
R1 124-003 124-003 123-131 123-231
PP 123-139 123-139 123-139 123-093
S1 122-228 122-228 123-054 122-136
S2 122-044 122-044 123-016
S3 120-269 121-133 122-298
S4 119-174 120-038 122-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-050 122-275 1-095 1.1% 0-128 0.3% 33% False True 1,177,943
10 124-110 122-275 1-155 1.2% 0-104 0.3% 29% False True 966,326
20 124-110 122-275 1-155 1.2% 0-083 0.2% 29% False True 1,056,864
40 124-110 122-275 1-155 1.2% 0-079 0.2% 29% False True 542,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-137
2.618 125-102
1.618 124-204
1.000 124-070
0.618 123-307
HIGH 123-172
0.618 123-089
0.500 123-064
0.382 123-038
LOW 122-275
0.618 122-141
1.000 122-058
1.618 121-243
2.618 121-026
4.250 119-311
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 123-083 123-138
PP 123-073 123-122
S1 123-064 123-108

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

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