ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 29-Jun-2021

Day Change Summary
	Previous	Current
	28-Jun-2021	29-Jun-2021	Change	Change %	Previous Week
Open	123-278	123-278	0-000	0.0%	123-282
High	123-292	123-290	-0-002	0.0%	124-008
Low	123-278	123-252	-0-025	-0.1%	123-202
Close	123-282	123-290	0-008	0.0%	123-238
Range	0-015	0-038	0-022	150.0%	0-125
ATR	0-076	0-074	-0-003	-3.6%	0-000
Volume	398	175	-223	-56.0%	2,492

Daily Pivots for day following 29-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-070	124-058	123-311
R3	124-032	124-020	123-300
R2	123-315	123-315	123-297
R1	123-302	123-302	123-293	123-309
PP	123-278	123-278	123-278	123-281
S1	123-265	123-265	123-287	123-271
S2	123-240	123-240	123-283
S3	123-202	123-228	123-280
S4	123-165	123-190	123-269

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-311	124-239	123-306
R3	124-186	124-114	123-272
R2	124-061	124-061	123-260
R1	123-309	123-309	123-249	123-282
PP	123-256	123-256	123-256	123-242
S1	123-184	123-184	123-226	123-158
S2	123-131	123-131	123-215
S3	123-006	123-059	123-203
S4	122-201	122-254	123-169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-008	123-228	0-100	0.3%	0-042	0.1%	63%	False	False	309
10	124-162	123-140	1-022	0.9%	0-085	0.2%	44%	False	False	2,395
20	124-270	123-140	1-130	1.1%	0-076	0.2%	33%	False	False	7,860
40	124-270	123-140	1-130	1.1%	0-072	0.2%	33%	False	False	519,864
60	124-270	123-128	1-142	1.2%	0-074	0.2%	35%	False	False	590,640
80	124-270	123-042	1-228	1.4%	0-080	0.2%	45%	False	False	694,460
100	125-192	123-042	2-150	2.0%	0-085	0.2%	31%	False	False	744,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-129
2.618	124-068
1.618	124-031
1.000	124-008
0.618	123-313
HIGH	123-290
0.618	123-276
0.500	123-271
0.382	123-267
LOW	123-252
0.618	123-229
1.000	123-215
1.618	123-192
2.618	123-154
4.250	123-093

Fisher Pivots for day following 29-Jun-2021
Pivot	1 day	3 day
R1	123-284	123-280
PP	123-278	123-270
S1	123-271	123-260

Download as Excel Spreadsheet

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

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