ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 124-075 124-060 -0-015 0.0% 123-302
High 124-098 124-208 0-110 0.3% 124-208
Low 124-060 124-058 -0-002 0.0% 123-272
Close 124-078 124-128 0-050 0.1% 124-128
Range 0-038 0-150 0-112 300.0% 0-255
ATR 0-080 0-085 0-005 6.2% 0-000
Volume 715,558 1,257,507 541,949 75.7% 4,446,101
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 125-261 125-184 124-210
R3 125-111 125-034 124-169
R2 124-281 124-281 124-155
R1 124-204 124-204 124-141 124-242
PP 124-131 124-131 124-131 124-150
S1 124-054 124-054 124-114 124-092
S2 123-301 123-301 124-100
S3 123-151 123-224 124-086
S4 123-001 123-074 124-045
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 126-221 126-109 124-268
R3 125-286 125-174 124-198
R2 125-031 125-031 124-174
R1 124-239 124-239 124-151 124-295
PP 124-096 124-096 124-096 124-124
S1 123-304 123-304 124-104 124-040
S2 123-161 123-161 124-081
S3 122-226 123-049 124-057
S4 121-291 122-114 123-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-208 123-272 0-255 0.6% 0-091 0.2% 69% True False 889,220
10 124-208 123-222 0-305 0.8% 0-079 0.2% 74% True False 851,085
20 124-208 123-162 1-045 0.9% 0-080 0.2% 78% True False 764,330
40 124-208 123-042 1-165 1.2% 0-088 0.2% 84% True False 846,687
60 125-192 123-042 2-150 2.0% 0-096 0.2% 51% False False 955,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 126-205
2.618 125-280
1.618 125-130
1.000 125-038
0.618 124-300
HIGH 124-208
0.618 124-150
0.500 124-132
0.382 124-115
LOW 124-058
0.618 123-285
1.000 123-228
1.618 123-135
2.618 122-305
4.250 122-060
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 124-132 124-120
PP 124-131 124-112
S1 124-129 124-104

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

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