ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 21-Apr-2021

Day Change Summary
	Previous	Current
	20-Apr-2021	21-Apr-2021	Change	Change %	Previous Week
Open	123-305	124-048	0-062	0.2%	123-232
High	124-045	124-058	0-012	0.0%	124-040
Low	123-270	124-010	0-060	0.2%	123-162
Close	124-038	124-030	-0-008	0.0%	123-308
Range	0-095	0-048	-0-048	-50.0%	0-198
ATR	0-095	0-091	-0-003	-3.6%	0-000
Volume	597,518	585,519	-11,999	-2.0%	3,785,794

Daily Pivots for day following 21-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-175	124-150	124-056
R3	124-128	124-102	124-043
R2	124-080	124-080	124-039
R1	124-055	124-055	124-034	124-044
PP	124-032	124-032	124-032	124-027
S1	124-008	124-008	124-026	123-316
S2	123-305	123-305	124-021
S3	123-258	123-280	124-017
S4	123-210	123-232	124-004

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	124-058	123-235	0-142	0.4%	0-079	0.2%	81%	True	False	689,067
10	124-058	123-162	0-215	0.5%	0-083	0.2%	87%	True	False	700,475
20	124-058	123-042	1-015	0.8%	0-085	0.2%	92%	True	False	792,780
40	125-038	123-042	1-315	1.6%	0-107	0.3%	48%	False	False	1,067,550
60	125-260	123-042	2-218	2.2%	0-087	0.2%	36%	False	False	794,564

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	True
Stretch	0-019
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	124-259
2.618	124-182
1.618	124-134
1.000	124-105
0.618	124-087
HIGH	124-058
0.618	124-039
0.500	124-034
0.382	124-028
LOW	124-010
0.618	123-301
1.000	123-282
1.618	123-253
2.618	123-206
4.250	123-128

Fisher Pivots for day following 21-Apr-2021
Pivot	1 day	3 day
R1	124-034	124-019
PP	124-032	124-008
S1	124-031	123-316

Download as Excel Spreadsheet

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

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