ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 124-032 124-045 0-012 0.0% 123-292
High 124-065 124-060 -0-005 0.0% 124-065
Low 123-308 123-312 0-005 0.0% 123-255
Close 124-032 124-008 -0-025 -0.1% 124-008
Range 0-078 0-068 -0-010 -12.9% 0-130
ATR 0-090 0-089 -0-002 -1.8% 0-000
Volume 639,626 563,677 -75,949 -11.9% 2,989,952
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-222 124-182 124-045
R3 124-155 124-115 124-026
R2 124-088 124-088 124-020
R1 124-048 124-048 124-014 124-034
PP 124-020 124-020 124-020 124-013
S1 123-300 123-300 124-001 123-286
S2 123-272 123-272 123-315
S3 123-205 123-232 123-309
S4 123-138 123-165 123-290
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 125-072 125-010 124-079
R3 124-262 124-200 124-043
R2 124-132 124-132 124-031
R1 124-070 124-070 124-019 124-101
PP 124-002 124-002 124-002 124-018
S1 123-260 123-260 123-316 123-291
S2 123-192 123-192 123-304
S3 123-062 123-130 123-292
S4 122-252 123-000 123-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-065 123-255 0-130 0.3% 0-073 0.2% 56% False False 597,990
10 124-065 123-162 0-222 0.6% 0-080 0.2% 74% False False 677,574
20 124-065 123-042 1-022 0.9% 0-086 0.2% 83% False False 758,642
40 124-195 123-042 1-152 1.2% 0-097 0.2% 60% False False 964,774
60 125-238 123-042 2-195 2.1% 0-089 0.2% 34% False False 814,516
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-027
2.618 124-237
1.618 124-169
1.000 124-128
0.618 124-102
HIGH 124-060
0.618 124-034
0.500 124-026
0.382 124-018
LOW 123-312
0.618 123-271
1.000 123-245
1.618 123-203
2.618 123-136
4.250 123-026
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 124-026 124-026
PP 124-020 124-020
S1 124-014 124-014

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

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