ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 123-105 123-118 0-012 0.0% 123-112
High 123-120 123-150 0-030 0.1% 123-168
Low 123-070 123-108 0-038 0.1% 123-030
Close 123-118 123-138 0-020 0.1% 123-065
Range 0-050 0-042 -0-008 -15.0% 0-138
ATR 0-082 0-079 -0-003 -3.4% 0-000
Volume 600,551 940,708 340,157 56.6% 4,183,086
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 123-259 123-241 123-161
R3 123-217 123-198 123-149
R2 123-174 123-174 123-145
R1 123-156 123-156 123-141 123-165
PP 123-132 123-132 123-132 123-136
S1 123-113 123-113 123-134 123-122
S2 123-089 123-089 123-130
S3 123-047 123-071 123-126
S4 123-004 123-028 123-114
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-180 124-100 123-141
R3 124-042 123-282 123-103
R2 123-225 123-225 123-090
R1 123-145 123-145 123-078 123-116
PP 123-088 123-088 123-088 123-073
S1 123-008 123-008 123-052 122-299
S2 122-270 122-270 123-040
S3 122-132 122-190 123-027
S4 121-315 122-052 122-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-050 0-100 0.3% 0-052 0.1% 88% True False 702,675
10 123-172 122-275 0-218 0.6% 0-083 0.2% 84% False False 940,295
20 124-110 122-275 1-155 1.2% 0-089 0.2% 38% False False 882,254
40 124-110 122-275 1-155 1.2% 0-078 0.2% 38% False False 698,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-011
2.618 123-261
1.618 123-219
1.000 123-192
0.618 123-176
HIGH 123-150
0.618 123-134
0.500 123-129
0.382 123-124
LOW 123-108
0.618 123-081
1.000 123-065
1.618 123-039
2.618 122-316
4.250 122-247
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 123-135 123-128
PP 123-132 123-118
S1 123-129 123-108

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

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