ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 123-062 123-152 0-090 0.2% 123-252
High 123-152 123-242 0-090 0.2% 123-300
Low 123-042 123-128 0-085 0.2% 123-115
Close 123-122 123-230 0-108 0.3% 123-178
Range 0-110 0-115 0-005 4.5% 0-185
ATR 0-100 0-102 0-001 1.4% 0-000
Volume 600,339 813,193 212,854 35.5% 3,982,831
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-225 124-182 123-293
R3 124-110 124-068 123-262
R2 123-315 123-315 123-251
R1 123-272 123-272 123-241 123-294
PP 123-200 123-200 123-200 123-211
S1 123-158 123-158 123-219 123-179
S2 123-085 123-085 123-209
S3 122-290 123-042 123-198
S4 122-175 122-248 123-167
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 125-112 125-010 123-279
R3 124-248 124-145 123-228
R2 124-062 124-062 123-211
R1 123-280 123-280 123-194 123-239
PP 123-198 123-198 123-198 123-177
S1 123-095 123-095 123-161 123-054
S2 123-012 123-012 123-144
S3 122-148 122-230 123-127
S4 121-282 122-045 123-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-242 123-042 0-200 0.5% 0-100 0.3% 94% True False 940,905
10 124-018 123-042 0-295 0.7% 0-089 0.2% 64% False False 876,901
20 124-072 123-042 1-030 0.9% 0-098 0.2% 54% False False 991,055
40 125-192 123-042 2-150 2.0% 0-102 0.3% 24% False False 995,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 125-091
2.618 124-224
1.618 124-109
1.000 124-038
0.618 123-314
HIGH 123-242
0.618 123-199
0.500 123-185
0.382 123-171
LOW 123-128
0.618 123-056
1.000 123-012
1.618 122-261
2.618 122-146
4.250 121-279
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 123-215 123-201
PP 123-200 123-172
S1 123-185 123-142

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

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