ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 123-095 123-150 0-055 0.1% 124-045
High 123-160 123-168 0-008 0.0% 124-050
Low 123-075 123-098 0-022 0.1% 122-275
Close 123-145 123-110 -0-035 -0.1% 123-092
Range 0-085 0-070 -0-015 -17.6% 1-095
ATR 0-093 0-091 -0-002 -1.8% 0-000
Volume 820,932 864,608 43,676 5.3% 5,889,716
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-015 123-292 123-148
R3 123-265 123-222 123-129
R2 123-195 123-195 123-123
R1 123-152 123-152 123-116 123-139
PP 123-125 123-125 123-125 123-118
S1 123-082 123-082 123-104 123-069
S2 123-055 123-055 123-097
S3 122-305 123-012 123-091
S4 122-235 122-262 123-072
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
5 123-172 122-275 0-218 0.6% 0-113 0.3% 71% False False 1,177,915
10 124-110 122-275 1-155 1.2% 0-113 0.3% 33% False False 1,043,446
20 124-110 122-275 1-155 1.2% 0-089 0.2% 33% False False 971,353
40 124-110 122-275 1-155 1.2% 0-082 0.2% 33% False False 610,698
Crabel Price Patterns
NR True
NR4 True
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-145
2.618 124-031
1.618 123-281
1.000 123-238
0.618 123-211
HIGH 123-168
0.618 123-141
0.500 123-132
0.382 123-124
LOW 123-098
0.618 123-054
1.000 123-028
1.618 122-304
2.618 122-234
4.250 122-120
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 123-132 123-106
PP 123-125 123-102
S1 123-118 123-099

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

View Archives - Comment on this page... - Back to Index of Symbols