ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 124-082 123-310 -0-092 -0.2% 123-302
High 124-095 124-055 -0-040 -0.1% 124-208
Low 123-290 123-302 0-012 0.0% 123-272
Close 123-310 124-035 0-045 0.1% 124-128
Range 0-125 0-072 -0-052 -42.0% 0-255
ATR 0-084 0-083 -0-001 -1.0% 0-000
Volume 1,478,210 922,061 -556,149 -37.6% 4,446,101
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 124-242 124-211 124-075
R3 124-169 124-138 124-055
R2 124-097 124-097 124-048
R1 124-066 124-066 124-042 124-081
PP 124-024 124-024 124-024 124-032
S1 123-313 123-313 124-028 124-009
S2 123-272 123-272 124-022
S3 123-199 123-241 124-015
S4 123-127 123-168 123-315
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% 0-091 0.2% 27% False False 1,045,482
10 124-208 123-265 0-262 0.7% 0-082 0.2% 34% False False 936,815
20 124-208 123-222 0-305 0.8% 0-076 0.2% 43% False False 808,079
40 124-208 123-042 1-165 1.2% 0-085 0.2% 64% False False 843,525
60 125-058 123-042 2-015 1.6% 0-097 0.2% 48% False False 1,016,752
80 125-260 123-042 2-218 2.2% 0-082 0.2% 36% False False 766,981
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-043
2.618 124-245
1.618 124-172
1.000 124-128
0.618 124-100
HIGH 124-055
0.618 124-027
0.500 124-019
0.382 124-010
LOW 123-302
0.618 123-258
1.000 123-230
1.618 123-185
2.618 123-113
4.250 122-314
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 124-030 124-050
PP 124-024 124-045
S1 124-019 124-040

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

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