ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 03-May-2021

Day Change Summary
	Previous	Current
	30-Apr-2021	03-May-2021	Change	Change %	Previous Week
Open	123-288	123-302	0-015	0.0%	123-315
High	124-000	124-048	0-048	0.1%	124-012
Low	123-265	123-272	0-008	0.0%	123-222
Close	123-300	124-028	0-048	0.1%	123-300
Range	0-055	0-095	0-040	72.7%	0-110
ATR	0-082	0-083	0-001	1.1%	0-000
Volume	952,151	748,568	-203,583	-21.4%	4,064,753

Daily Pivots for day following 03-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-294	124-256	124-080
R3	124-199	124-161	124-054
R2	124-104	124-104	124-045
R1	124-066	124-066	124-036	124-085
PP	124-009	124-009	124-009	124-019
S1	123-291	123-291	124-019	123-310
S2	123-234	123-234	124-010
S3	123-139	123-196	124-001
S4	123-044	123-101	123-295

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	124-048	123-222	0-145	0.4%	0-076	0.2%	86%	True	False	810,001
10	124-065	123-222	0-162	0.4%	0-072	0.2%	77%	False	False	719,966
20	124-065	123-128	0-258	0.6%	0-079	0.2%	85%	False	False	732,193
40	124-072	123-042	1-030	0.9%	0-088	0.2%	87%	False	False	869,057
60	125-192	123-042	2-150	2.0%	0-093	0.2%	39%	False	False	894,078

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	125-131
2.618	124-296
1.618	124-201
1.000	124-142
0.618	124-106
HIGH	124-048
0.618	124-011
0.500	124-000
0.382	123-309
LOW	123-272
0.618	123-214
1.000	123-178
1.618	123-119
2.618	123-024
4.250	122-189

Fisher Pivots for day following 03-May-2021
Pivot	1 day	3 day
R1	124-018	124-010
PP	124-009	123-312
S1	124-000	123-295

Download as Excel Spreadsheet

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

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