ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 05-May-2021

Day Change Summary
	Previous	Current
	04-May-2021	05-May-2021	Change	Change %	Previous Week
Open	124-028	124-042	0-015	0.0%	123-315
High	124-085	124-082	-0-002	0.0%	124-012
Low	123-315	124-000	0-005	0.0%	123-222
Close	124-035	124-065	0-030	0.1%	123-300
Range	0-090	0-082	-0-008	-8.3%	0-110
ATR	0-084	0-084	0-000	-0.1%	0-000
Volume	935,378	789,090	-146,288	-15.6%	4,064,753

Daily Pivots for day following 05-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-297	124-263	124-110
R3	124-214	124-181	124-088
R2	124-132	124-132	124-080
R1	124-098	124-098	124-073	124-115
PP	124-049	124-049	124-049	124-058
S1	124-016	124-016	124-057	124-032
S2	123-287	123-287	124-050
S3	123-204	123-253	124-042
S4	123-122	123-171	124-020

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%	89%	False	False	836,956
10	124-085	123-222	0-182	0.5%	0-075	0.2%	89%	False	False	774,109
20	124-085	123-162	0-242	0.6%	0-079	0.2%	92%	False	False	737,292
40	124-085	123-042	1-042	0.9%	0-088	0.2%	94%	False	False	854,517
60	125-192	123-042	2-150	2.0%	0-095	0.2%	43%	False	False	922,638

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-113
2.618	124-298
1.618	124-216
1.000	124-165
0.618	124-133
HIGH	124-082
0.618	124-051
0.500	124-041
0.382	124-032
LOW	124-000
0.618	123-269
1.000	123-238
1.618	123-187
2.618	123-104
4.250	122-289

Fisher Pivots for day following 05-May-2021
Pivot	1 day	3 day
R1	124-057	124-050
PP	124-049	124-034
S1	124-041	124-019

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols