ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 123-310 124-045 0-055 0.1% 124-118
High 124-055 124-088 0-032 0.1% 124-152
Low 123-302 124-038 0-055 0.1% 123-290
Close 124-035 124-058 0-022 0.1% 124-058
Range 0-072 0-050 -0-022 -31.0% 0-182
ATR 0-083 0-081 -0-002 -2.6% 0-000
Volume 922,061 738,643 -183,418 -19.9% 4,708,549
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 124-211 124-184 124-085
R3 124-161 124-134 124-071
R2 124-111 124-111 124-067
R1 124-084 124-084 124-062 124-098
PP 124-061 124-061 124-061 124-068
S1 124-034 124-034 124-053 124-048
S2 124-011 124-011 124-048
S3 123-281 123-304 124-044
S4 123-231 123-254 124-030
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 125-288 125-195 124-158
R3 125-105 125-012 124-108
R2 124-242 124-242 124-091
R1 124-150 124-150 124-074 124-105
PP 124-060 124-060 124-060 124-038
S1 123-288 123-288 124-041 123-242
S2 123-198 123-198 124-024
S3 123-015 123-105 124-007
S4 122-152 122-242 123-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-152 123-290 0-182 0.5% 0-071 0.2% 48% False False 941,709
10 124-208 123-272 0-255 0.6% 0-081 0.2% 41% False False 915,465
20 124-208 123-222 0-305 0.8% 0-076 0.2% 51% False False 810,467
40 124-208 123-042 1-165 1.2% 0-082 0.2% 69% False False 823,411
60 125-048 123-042 2-005 1.6% 0-096 0.2% 52% False False 1,025,783
80 125-260 123-042 2-218 2.2% 0-082 0.2% 39% False False 776,210
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-300
2.618 124-218
1.618 124-168
1.000 124-138
0.618 124-118
HIGH 124-088
0.618 124-068
0.500 124-062
0.382 124-057
LOW 124-038
0.618 124-007
1.000 123-308
1.618 123-277
2.618 123-227
4.250 123-145
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 124-062 124-049
PP 124-061 124-041
S1 124-059 124-032

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

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