ECBOT 5 Year T-Note Future June 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	123-252	123-268	0-015	0.0%	124-170
High	124-000	124-008	0-008	0.0%	124-208
Low	123-248	123-268	0-020	0.1%	123-140
Close	123-310	123-275	-0-035	-0.1%	123-262
Range	0-072	0-060	-0-012	-17.2%	1-068
ATR	0-085	0-083	-0-002	-2.1%	0-000
Volume	344	216	-128	-37.2%	26,062

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-150	124-112	123-308
R3	124-090	124-052	123-292
R2	124-030	124-030	123-286
R1	123-312	123-312	123-280	124-011
PP	123-290	123-290	123-290	123-299
S1	123-252	123-252	123-270	123-271
S2	123-230	123-230	123-264
S3	123-170	123-192	123-258
S4	123-110	123-132	123-242

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	127-192	126-295	124-156
R3	126-125	125-228	124-049
R2	125-058	125-058	124-014
R1	124-160	124-160	123-298	124-075
PP	123-310	123-310	123-310	123-268
S1	123-092	123-092	123-227	123-008
S2	122-242	122-242	123-191
S3	121-175	122-025	123-156
S4	120-108	120-278	123-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-018	123-140	0-198	0.5%	0-098	0.2%	68%	False	False	2,753
10	124-270	123-140	1-130	1.1%	0-099	0.2%	30%	False	False	4,502
20	124-270	123-140	1-130	1.1%	0-078	0.2%	30%	False	False	156,468
40	124-270	123-140	1-130	1.1%	0-076	0.2%	30%	False	False	604,214
60	124-270	123-042	1-228	1.4%	0-078	0.2%	42%	False	False	655,474
80	124-270	123-042	1-228	1.4%	0-084	0.2%	42%	False	False	754,797
100	125-238	123-042	2-195	2.1%	0-084	0.2%	28%	False	False	744,535

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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-262
2.618	124-165
1.618	124-105
1.000	124-068
0.618	124-045
HIGH	124-008
0.618	123-305
0.500	123-298
0.382	123-290
LOW	123-268
0.618	123-230
1.000	123-208
1.618	123-170
2.618	123-110
4.250	123-012

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	123-298	123-272
PP	123-290	123-268
S1	123-282	123-265

Download as Excel Spreadsheet

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

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