ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 17-May-2021

Day Change Summary
	Previous	Current
	14-May-2021	17-May-2021	Change	Change %	Previous Week
Open	124-045	124-062	0-018	0.0%	124-118
High	124-088	124-102	0-015	0.0%	124-152
Low	124-038	124-030	-0-008	0.0%	123-290
Close	124-058	124-045	-0-012	0.0%	124-058
Range	0-050	0-072	0-022	45.0%	0-182
ATR	0-081	0-080	-0-001	-0.8%	0-000
Volume	738,643	578,445	-160,198	-21.7%	4,708,549

Daily Pivots for day following 17-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-277	124-233	124-085
R3	124-204	124-161	124-065
R2	124-132	124-132	124-058
R1	124-088	124-088	124-052	124-074
PP	124-059	124-059	124-059	124-052
S1	124-016	124-016	124-038	124-001
S2	123-307	123-307	124-032
S3	123-234	123-263	124-025
S4	123-162	123-191	124-005

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	124-130	123-290	0-160	0.4%	0-076	0.2%	47%	False	False	906,715
10	124-208	123-290	0-238	0.6%	0-079	0.2%	32%	False	False	898,452
20	124-208	123-222	0-305	0.8%	0-075	0.2%	47%	False	False	809,209
40	124-208	123-042	1-165	1.2%	0-081	0.2%	66%	False	False	806,277
60	125-038	123-042	1-315	1.6%	0-096	0.2%	51%	False	False	1,020,457
80	125-260	123-042	2-218	2.2%	0-083	0.2%	38%	False	False	783,437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-091
2.618	124-292
1.618	124-220
1.000	124-175
0.618	124-147
HIGH	124-102
0.618	124-075
0.500	124-066
0.382	124-058
LOW	124-030
0.618	123-305
1.000	123-278
1.618	123-233
2.618	123-160
4.250	123-042

Fisher Pivots for day following 17-May-2021
Pivot	1 day	3 day
R1	124-066	124-044
PP	124-059	124-043
S1	124-052	124-042

Download as Excel Spreadsheet

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

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