ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 123-118 123-112 -0-005 0.0% 124-045
High 123-172 123-155 -0-018 0.0% 124-050
Low 122-275 123-030 0-075 0.2% 122-275
Close 123-092 123-102 0-010 0.0% 123-092
Range 0-218 0-125 -0-092 -42.5% 1-095
ATR 0-091 0-094 0-002 2.6% 0-000
Volume 1,508,746 1,033,729 -475,017 -31.5% 5,889,716
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-151 124-092 123-171
R3 124-026 123-287 123-137
R2 123-221 123-221 123-125
R1 123-162 123-162 123-114 123-129
PP 123-096 123-096 123-096 123-079
S1 123-037 123-037 123-091 123-004
S2 122-291 122-291 123-080
S3 122-166 122-232 123-068
S4 122-041 122-107 123-034
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
5 124-002 122-275 1-048 0.9% 0-138 0.3% 40% False False 1,268,986
10 124-110 122-275 1-155 1.2% 0-112 0.3% 31% False False 1,019,188
20 124-110 122-275 1-155 1.2% 0-087 0.2% 31% False False 1,090,411
40 124-110 122-275 1-155 1.2% 0-080 0.2% 31% False False 568,620
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-046
2.618 124-162
1.618 124-037
1.000 123-280
0.618 123-232
HIGH 123-155
0.618 123-107
0.500 123-092
0.382 123-078
LOW 123-030
0.618 122-273
1.000 122-225
1.618 122-148
2.618 122-023
4.250 121-139
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 123-099 123-090
PP 123-096 123-077
S1 123-092 123-064

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

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