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

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

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

Download as Excel Spreadsheet

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

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