ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 123-112 123-095 -0-018 0.0% 124-045
High 123-155 123-160 0-005 0.0% 124-050
Low 123-030 123-075 0-045 0.1% 122-275
Close 123-102 123-145 0-042 0.1% 123-092
Range 0-125 0-085 -0-040 -32.0% 1-095
ATR 0-094 0-093 -0-001 -0.7% 0-000
Volume 1,033,729 820,932 -212,797 -20.6% 5,889,716
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-062 124-028 123-192
R3 123-297 123-263 123-168
R2 123-212 123-212 123-161
R1 123-178 123-178 123-153 123-195
PP 123-127 123-127 123-127 123-135
S1 123-093 123-093 123-137 123-110
S2 123-042 123-042 123-129
S3 122-277 123-008 123-122
S4 122-192 122-243 123-098
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
5 124-000 122-275 1-045 0.9% 0-148 0.4% 52% False False 1,306,538
10 124-110 122-275 1-155 1.2% 0-114 0.3% 40% False False 1,028,635
20 124-110 122-275 1-155 1.2% 0-089 0.2% 40% False False 1,056,741
40 124-110 122-275 1-155 1.2% 0-081 0.2% 40% False False 589,108
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-201
2.618 124-063
1.618 123-298
1.000 123-245
0.618 123-213
HIGH 123-160
0.618 123-128
0.500 123-118
0.382 123-107
LOW 123-075
0.618 123-022
1.000 122-310
1.618 122-257
2.618 122-172
4.250 122-034
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 123-136 123-118
PP 123-127 123-091
S1 123-118 123-064

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

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