ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 30-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
123-308 |
123-288 |
-0-020 |
-0.1% |
123-315 |
| High |
123-308 |
124-000 |
0-012 |
0.0% |
124-012 |
| Low |
123-222 |
123-265 |
0-042 |
0.1% |
123-222 |
| Close |
123-288 |
123-300 |
0-012 |
0.0% |
123-300 |
| Range |
0-085 |
0-055 |
-0-030 |
-35.3% |
0-110 |
| ATR |
0-084 |
0-082 |
-0-002 |
-2.5% |
0-000 |
| Volume |
759,596 |
952,151 |
192,555 |
25.3% |
4,064,753 |
|
| Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-140 |
124-115 |
124-010 |
|
| R3 |
124-085 |
124-060 |
123-315 |
|
| R2 |
124-030 |
124-030 |
123-310 |
|
| R1 |
124-005 |
124-005 |
123-305 |
124-018 |
| PP |
123-295 |
123-295 |
123-295 |
123-301 |
| S1 |
123-270 |
123-270 |
123-295 |
123-282 |
| S2 |
123-240 |
123-240 |
123-290 |
|
| S3 |
123-185 |
123-215 |
123-285 |
|
| S4 |
123-130 |
123-160 |
123-270 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-295 |
124-248 |
124-040 |
|
| R3 |
124-185 |
124-138 |
124-010 |
|
| R2 |
124-075 |
124-075 |
124-000 |
|
| R1 |
124-028 |
124-028 |
123-310 |
123-316 |
| PP |
123-285 |
123-285 |
123-285 |
123-269 |
| S1 |
123-238 |
123-238 |
123-290 |
123-206 |
| S2 |
123-175 |
123-175 |
123-280 |
|
| S3 |
123-065 |
123-128 |
123-270 |
|
| S4 |
122-275 |
123-018 |
123-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-012 |
123-222 |
0-110 |
0.3% |
0-068 |
0.2% |
70% |
False |
False |
812,950 |
| 10 |
124-065 |
123-222 |
0-162 |
0.4% |
0-070 |
0.2% |
48% |
False |
False |
705,470 |
| 20 |
124-065 |
123-042 |
1-022 |
0.9% |
0-080 |
0.2% |
75% |
False |
False |
724,782 |
| 40 |
124-072 |
123-042 |
1-030 |
0.9% |
0-089 |
0.2% |
74% |
False |
False |
886,978 |
| 60 |
125-192 |
123-042 |
2-150 |
2.0% |
0-092 |
0.2% |
33% |
False |
False |
881,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-234 |
|
2.618 |
124-144 |
|
1.618 |
124-089 |
|
1.000 |
124-055 |
|
0.618 |
124-034 |
|
HIGH |
124-000 |
|
0.618 |
123-299 |
|
0.500 |
123-292 |
|
0.382 |
123-286 |
|
LOW |
123-265 |
|
0.618 |
123-231 |
|
1.000 |
123-210 |
|
1.618 |
123-176 |
|
2.618 |
123-121 |
|
4.250 |
123-031 |
|
|
| Fisher Pivots for day following 30-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
123-298 |
123-290 |
| PP |
123-295 |
123-281 |
| S1 |
123-292 |
123-271 |
|