ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
123-292 |
123-305 |
0-012 |
0.0% |
123-232 |
| High |
124-012 |
124-045 |
0-032 |
0.1% |
124-040 |
| Low |
123-255 |
123-270 |
0-015 |
0.0% |
123-162 |
| Close |
123-305 |
124-038 |
0-052 |
0.1% |
123-308 |
| Range |
0-078 |
0-095 |
0-018 |
22.6% |
0-198 |
| ATR |
0-095 |
0-095 |
0-000 |
0.0% |
0-000 |
| Volume |
603,612 |
597,518 |
-6,094 |
-1.0% |
3,785,794 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-296 |
124-262 |
124-090 |
|
| R3 |
124-201 |
124-167 |
124-064 |
|
| R2 |
124-106 |
124-106 |
124-055 |
|
| R1 |
124-072 |
124-072 |
124-046 |
124-089 |
| PP |
124-011 |
124-011 |
124-011 |
124-019 |
| S1 |
123-297 |
123-297 |
124-029 |
123-314 |
| S2 |
123-236 |
123-236 |
124-020 |
|
| S3 |
123-141 |
123-202 |
124-011 |
|
| S4 |
123-046 |
123-107 |
123-305 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-229 |
125-146 |
124-096 |
|
| R3 |
125-032 |
124-268 |
124-042 |
|
| R2 |
124-154 |
124-154 |
124-024 |
|
| R1 |
124-071 |
124-071 |
124-006 |
124-112 |
| PP |
123-277 |
123-277 |
123-277 |
123-298 |
| S1 |
123-193 |
123-193 |
123-289 |
123-235 |
| S2 |
123-079 |
123-079 |
123-271 |
|
| S3 |
122-202 |
122-316 |
123-253 |
|
| S4 |
122-004 |
122-118 |
123-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-045 |
123-220 |
0-145 |
0.4% |
0-083 |
0.2% |
95% |
True |
False |
714,429 |
| 10 |
124-045 |
123-162 |
0-202 |
0.5% |
0-084 |
0.2% |
96% |
True |
False |
722,854 |
| 20 |
124-045 |
123-042 |
1-002 |
0.8% |
0-087 |
0.2% |
98% |
True |
False |
799,877 |
| 40 |
125-038 |
123-042 |
1-315 |
1.6% |
0-108 |
0.3% |
50% |
False |
False |
1,109,289 |
| 60 |
125-260 |
123-042 |
2-218 |
2.2% |
0-087 |
0.2% |
37% |
False |
False |
784,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-129 |
|
2.618 |
124-294 |
|
1.618 |
124-199 |
|
1.000 |
124-140 |
|
0.618 |
124-104 |
|
HIGH |
124-045 |
|
0.618 |
124-009 |
|
0.500 |
123-318 |
|
0.382 |
123-306 |
|
LOW |
123-270 |
|
0.618 |
123-211 |
|
1.000 |
123-175 |
|
1.618 |
123-116 |
|
2.618 |
123-021 |
|
4.250 |
122-186 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-024 |
124-022 |
| PP |
124-011 |
124-006 |
| S1 |
123-318 |
123-310 |
|