ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-060 |
124-118 |
0-058 |
0.1% |
123-302 |
| High |
124-208 |
124-152 |
-0-055 |
-0.1% |
124-208 |
| Low |
124-058 |
124-102 |
0-045 |
0.1% |
123-272 |
| Close |
124-128 |
124-115 |
-0-012 |
0.0% |
124-128 |
| Range |
0-150 |
0-050 |
-0-100 |
-66.7% |
0-255 |
| ATR |
0-085 |
0-083 |
-0-003 |
-3.0% |
0-000 |
| Volume |
1,257,507 |
753,415 |
-504,092 |
-40.1% |
4,446,101 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-273 |
124-244 |
124-142 |
|
| R3 |
124-223 |
124-194 |
124-129 |
|
| R2 |
124-173 |
124-173 |
124-124 |
|
| R1 |
124-144 |
124-144 |
124-120 |
124-134 |
| PP |
124-123 |
124-123 |
124-123 |
124-118 |
| S1 |
124-094 |
124-094 |
124-110 |
124-084 |
| S2 |
124-073 |
124-073 |
124-106 |
|
| S3 |
124-023 |
124-044 |
124-101 |
|
| S4 |
123-293 |
123-314 |
124-088 |
|
|
| 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 |
123-315 |
0-212 |
0.5% |
0-082 |
0.2% |
56% |
False |
False |
890,189 |
| 10 |
124-208 |
123-222 |
0-305 |
0.8% |
0-079 |
0.2% |
70% |
False |
False |
850,095 |
| 20 |
124-208 |
123-162 |
1-045 |
0.9% |
0-079 |
0.2% |
75% |
False |
False |
772,309 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-086 |
0.2% |
81% |
False |
False |
837,546 |
| 60 |
125-182 |
123-042 |
2-140 |
2.0% |
0-097 |
0.2% |
50% |
False |
False |
967,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-045 |
|
2.618 |
124-283 |
|
1.618 |
124-233 |
|
1.000 |
124-202 |
|
0.618 |
124-183 |
|
HIGH |
124-152 |
|
0.618 |
124-133 |
|
0.500 |
124-128 |
|
0.382 |
124-122 |
|
LOW |
124-102 |
|
0.618 |
124-072 |
|
1.000 |
124-052 |
|
1.618 |
124-022 |
|
2.618 |
123-292 |
|
4.250 |
123-210 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-128 |
124-132 |
| PP |
124-123 |
124-127 |
| S1 |
124-119 |
124-121 |
|