ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 27-Apr-2021

Day Change Summary
	Previous	Current
	26-Apr-2021	27-Apr-2021	Change	Change %	Previous Week
Open	123-315	123-305	-0-010	0.0%	123-292
High	124-012	123-310	-0-022	-0.1%	124-065
Low	123-282	123-250	-0-032	-0.1%	123-255
Close	123-305	123-265	-0-040	-0.1%	124-008
Range	0-050	0-060	0-010	20.0%	0-130
ATR	0-086	0-084	-0-002	-2.2%	0-000
Volume	763,314	674,675	-88,639	-11.6%	2,989,952

Daily Pivots for day following 27-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-135	124-100	123-298
R3	124-075	124-040	123-282
R2	124-015	124-015	123-276
R1	123-300	123-300	123-270	123-288
PP	123-275	123-275	123-275	123-269
S1	123-240	123-240	123-260	123-228
S2	123-215	123-215	123-254
S3	123-155	123-180	123-248
S4	123-095	123-120	123-232

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	123-250	0-135	0.3%	0-060	0.2%	11%	False	True	645,362
10	124-065	123-220	0-165	0.4%	0-072	0.2%	27%	False	False	679,895
20	124-065	123-042	1-022	0.9%	0-082	0.2%	65%	False	False	757,993
40	124-195	123-042	1-152	1.2%	0-093	0.2%	47%	False	False	905,379
60	125-238	123-042	2-195	2.1%	0-090	0.2%	27%	False	False	838,082

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-245
2.618	124-147
1.618	124-087
1.000	124-050
0.618	124-027
HIGH	123-310
0.618	123-287
0.500	123-280
0.382	123-273
LOW	123-250
0.618	123-213
1.000	123-190
1.618	123-153
2.618	123-093
4.250	122-315

Fisher Pivots for day following 27-Apr-2021
Pivot	1 day	3 day
R1	123-280	123-315
PP	123-275	123-298
S1	123-270	123-282

Download as Excel Spreadsheet

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

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