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 |
|
|
|
| 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 |
|