ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-118 |
124-108 |
-0-010 |
0.0% |
123-302 |
| High |
124-152 |
124-130 |
-0-022 |
-0.1% |
124-208 |
| Low |
124-102 |
124-072 |
-0-030 |
-0.1% |
123-272 |
| Close |
124-115 |
124-082 |
-0-032 |
-0.1% |
124-128 |
| Range |
0-050 |
0-058 |
0-008 |
15.0% |
0-255 |
| ATR |
0-083 |
0-081 |
-0-002 |
-2.2% |
0-000 |
| Volume |
753,415 |
816,220 |
62,805 |
8.3% |
4,446,101 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-268 |
124-232 |
124-114 |
|
| R3 |
124-210 |
124-175 |
124-098 |
|
| R2 |
124-152 |
124-152 |
124-093 |
|
| R1 |
124-118 |
124-118 |
124-088 |
124-106 |
| PP |
124-095 |
124-095 |
124-095 |
124-089 |
| S1 |
124-060 |
124-060 |
124-077 |
124-049 |
| S2 |
124-038 |
124-038 |
124-072 |
|
| S3 |
123-300 |
124-002 |
124-067 |
|
| S4 |
123-242 |
123-265 |
124-051 |
|
|
| 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 |
124-000 |
0-208 |
0.5% |
0-076 |
0.2% |
40% |
False |
False |
866,358 |
| 10 |
124-208 |
123-222 |
0-305 |
0.8% |
0-079 |
0.2% |
59% |
False |
False |
864,250 |
| 20 |
124-208 |
123-220 |
0-308 |
0.8% |
0-075 |
0.2% |
59% |
False |
False |
772,072 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-086 |
0.2% |
74% |
False |
False |
840,336 |
| 60 |
125-122 |
123-042 |
2-080 |
1.8% |
0-097 |
0.2% |
50% |
False |
False |
980,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-054 |
|
2.618 |
124-281 |
|
1.618 |
124-223 |
|
1.000 |
124-188 |
|
0.618 |
124-166 |
|
HIGH |
124-130 |
|
0.618 |
124-108 |
|
0.500 |
124-101 |
|
0.382 |
124-094 |
|
LOW |
124-072 |
|
0.618 |
124-037 |
|
1.000 |
124-015 |
|
1.618 |
123-299 |
|
2.618 |
123-242 |
|
4.250 |
123-148 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-101 |
124-132 |
| PP |
124-095 |
124-116 |
| S1 |
124-089 |
124-099 |
|