ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
123-255 |
123-308 |
0-052 |
0.1% |
123-292 |
| High |
123-310 |
123-308 |
-0-002 |
0.0% |
124-065 |
| Low |
123-222 |
123-222 |
0-000 |
0.0% |
123-255 |
| Close |
123-295 |
123-288 |
-0-008 |
0.0% |
124-008 |
| Range |
0-088 |
0-085 |
-0-002 |
-2.9% |
0-130 |
| ATR |
0-084 |
0-084 |
0-000 |
0.1% |
0-000 |
| Volume |
915,017 |
759,596 |
-155,421 |
-17.0% |
2,989,952 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-208 |
124-172 |
124-014 |
|
| R3 |
124-122 |
124-088 |
123-311 |
|
| R2 |
124-038 |
124-038 |
123-303 |
|
| R1 |
124-002 |
124-002 |
123-295 |
123-298 |
| PP |
123-272 |
123-272 |
123-272 |
123-260 |
| S1 |
123-238 |
123-238 |
123-280 |
123-212 |
| S2 |
123-188 |
123-188 |
123-272 |
|
| S3 |
123-102 |
123-152 |
123-264 |
|
| S4 |
123-018 |
123-068 |
123-241 |
|
|
| 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 |
124-060 |
123-222 |
0-158 |
0.4% |
0-070 |
0.2% |
41% |
False |
True |
735,255 |
| 10 |
124-065 |
123-222 |
0-162 |
0.4% |
0-070 |
0.2% |
40% |
False |
True |
679,343 |
| 20 |
124-065 |
123-042 |
1-022 |
0.9% |
0-082 |
0.2% |
72% |
False |
False |
721,246 |
| 40 |
124-122 |
123-042 |
1-080 |
1.0% |
0-091 |
0.2% |
61% |
False |
False |
895,080 |
| 60 |
125-192 |
123-042 |
2-150 |
2.0% |
0-092 |
0.2% |
31% |
False |
False |
865,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-029 |
|
2.618 |
124-210 |
|
1.618 |
124-125 |
|
1.000 |
124-072 |
|
0.618 |
124-040 |
|
HIGH |
123-308 |
|
0.618 |
123-275 |
|
0.500 |
123-265 |
|
0.382 |
123-255 |
|
LOW |
123-222 |
|
0.618 |
123-170 |
|
1.000 |
123-138 |
|
1.618 |
123-085 |
|
2.618 |
123-000 |
|
4.250 |
122-181 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
123-280 |
123-280 |
| PP |
123-272 |
123-273 |
| S1 |
123-265 |
123-266 |
|