ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 124-042 124-075 0-032 0.1% 123-315
High 124-082 124-098 0-015 0.0% 124-012
Low 124-000 124-060 0-060 0.2% 123-222
Close 124-065 124-078 0-012 0.0% 123-300
Range 0-082 0-038 -0-045 -54.5% 0-110
ATR 0-084 0-080 -0-003 -3.9% 0-000
Volume 789,090 715,558 -73,532 -9.3% 4,064,753
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 124-191 124-172 124-098
R3 124-153 124-134 124-088
R2 124-116 124-116 124-084
R1 124-097 124-097 124-081 124-106
PP 124-078 124-078 124-078 124-083
S1 124-059 124-059 124-074 124-069
S2 124-041 124-041 124-071
S3 124-003 124-022 124-067
S4 123-286 123-304 124-057
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
5 124-098 123-265 0-152 0.4% 0-072 0.2% 87% True False 828,149
10 124-098 123-222 0-195 0.5% 0-071 0.2% 90% True False 781,702
20 124-098 123-162 0-255 0.6% 0-078 0.2% 92% True False 744,035
40 124-098 123-042 1-055 0.9% 0-087 0.2% 95% True False 844,322
60 125-192 123-042 2-150 2.0% 0-095 0.2% 45% False False 934,498
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-021
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 124-257
2.618 124-196
1.618 124-158
1.000 124-135
0.618 124-121
HIGH 124-098
0.618 124-083
0.500 124-079
0.382 124-074
LOW 124-060
0.618 124-037
1.000 124-022
1.618 123-319
2.618 123-282
4.250 123-221
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 124-079 124-067
PP 124-078 124-057
S1 124-078 124-046

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

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