ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 12-May-2021

Day Change Summary
	Previous	Current
	11-May-2021	12-May-2021	Change	Change %	Previous Week
Open	124-108	124-082	-0-025	-0.1%	123-302
High	124-130	124-095	-0-035	-0.1%	124-208
Low	124-072	123-290	-0-102	-0.3%	123-272
Close	124-082	123-310	-0-092	-0.2%	124-128
Range	0-058	0-125	0-068	117.4%	0-255
ATR	0-081	0-084	0-003	3.9%	0-000
Volume	816,220	1,478,210	661,990	81.1%	4,446,101

Daily Pivots for day following 12-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-073	124-317	124-059
R3	124-268	124-192	124-024
R2	124-143	124-143	124-013
R1	124-067	124-067	124-001	124-042
PP	124-018	124-018	124-018	124-006
S1	123-262	123-262	123-299	123-238
S2	123-213	123-213	123-287
S3	123-088	123-137	123-276
S4	122-283	123-012	123-241

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	123-290	0-238	0.6%	0-084	0.2%	8%	False	True	1,004,182
10	124-208	123-222	0-305	0.8%	0-083	0.2%	29%	False	False	920,569
20	124-208	123-222	0-305	0.8%	0-078	0.2%	29%	False	False	810,367
40	124-208	123-042	1-165	1.2%	0-088	0.2%	55%	False	False	858,296
60	125-058	123-042	2-015	1.7%	0-097	0.2%	41%	False	False	1,003,619

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-306
2.618	125-102
1.618	124-297
1.000	124-220
0.618	124-172
HIGH	124-095
0.618	124-047
0.500	124-032
0.382	124-018
LOW	123-290
0.618	123-213
1.000	123-165
1.618	123-088
2.618	122-283
4.250	122-079

Fisher Pivots for day following 12-May-2021
Pivot	1 day	3 day
R1	124-032	124-061
PP	124-018	124-038
S1	124-004	124-014

Download as Excel Spreadsheet

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

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