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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |