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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |