ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 28-Apr-2021

Day Change Summary
	Previous	Current
	27-Apr-2021	28-Apr-2021	Change	Change %	Previous Week
Open	123-305	123-255	-0-050	-0.1%	123-292
High	123-310	123-310	0-000	0.0%	124-065
Low	123-250	123-222	-0-028	-0.1%	123-255
Close	123-265	123-295	0-030	0.1%	124-008
Range	0-060	0-088	0-028	45.8%	0-130
ATR	0-084	0-084	0-000	0.3%	0-000
Volume	674,675	915,017	240,342	35.6%	2,989,952

Daily Pivots for day following 28-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-218	124-184	124-023
R3	124-131	124-097	123-319
R2	124-043	124-043	123-311
R1	124-009	124-009	123-303	124-026
PP	123-276	123-276	123-276	123-284
S1	123-242	123-242	123-287	123-259
S2	123-188	123-188	123-279
S3	123-101	123-154	123-271
S4	123-013	123-067	123-247

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	123-222	0-162	0.4%	0-068	0.2%	45%	False	True	711,261
10	124-065	123-222	0-162	0.4%	0-074	0.2%	45%	False	True	700,164
20	124-065	123-042	1-022	0.9%	0-081	0.2%	74%	False	False	750,039
40	124-190	123-042	1-148	1.2%	0-093	0.2%	54%	False	False	904,391
60	125-225	123-042	2-182	2.1%	0-091	0.2%	31%	False	False	853,314

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-042
2.618	124-219
1.618	124-132
1.000	124-078
0.618	124-044
HIGH	123-310
0.618	123-277
0.500	123-266
0.382	123-256
LOW	123-222
0.618	123-168
1.000	123-135
1.618	123-081
2.618	122-313
4.250	122-171

Fisher Pivots for day following 28-Apr-2021
Pivot	1 day	3 day
R1	123-285	123-289
PP	123-276	123-283
S1	123-266	123-278

Download as Excel Spreadsheet

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

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