ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 04-May-2021

Day Change Summary
	Previous	Current
	03-May-2021	04-May-2021	Change	Change %	Previous Week
Open	123-302	124-028	0-045	0.1%	123-315
High	124-048	124-085	0-038	0.1%	124-012
Low	123-272	123-315	0-042	0.1%	123-222
Close	124-028	124-035	0-008	0.0%	123-300
Range	0-095	0-090	-0-005	-5.3%	0-110
ATR	0-083	0-084	0-000	0.6%	0-000
Volume	748,568	935,378	186,810	25.0%	4,064,753

Daily Pivots for day following 04-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-308	124-262	124-084
R3	124-218	124-172	124-060
R2	124-128	124-128	124-052
R1	124-082	124-082	124-043	124-105
PP	124-038	124-038	124-038	124-050
S1	123-312	123-312	124-027	124-015
S2	123-268	123-268	124-018
S3	123-178	123-222	124-010
S4	123-088	123-132	123-306

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	124-085	123-222	0-182	0.5%	0-082	0.2%	73%	True	False	862,142
10	124-085	123-222	0-182	0.5%	0-072	0.2%	73%	True	False	753,752
20	124-085	123-162	0-242	0.6%	0-078	0.2%	79%	True	False	738,303
40	124-085	123-042	1-042	0.9%	0-088	0.2%	86%	True	False	864,679
60	125-192	123-042	2-150	2.0%	0-094	0.2%	40%	False	False	909,589

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

Fibonacci Retracements and Extensions
4.250	125-148
2.618	125-001
1.618	124-231
1.000	124-175
0.618	124-141
HIGH	124-085
0.618	124-051
0.500	124-040
0.382	124-029
LOW	123-315
0.618	123-259
1.000	123-225
1.618	123-169
2.618	123-079
4.250	122-252

Fisher Pivots for day following 04-May-2021
Pivot	1 day	3 day
R1	124-040	124-028
PP	124-038	124-022
S1	124-037	124-015

Download as Excel Spreadsheet

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

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