ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-062 |
124-032 |
-0-030 |
-0.1% |
124-118 |
| High |
124-102 |
124-068 |
-0-035 |
-0.1% |
124-152 |
| Low |
124-030 |
124-032 |
0-002 |
0.0% |
123-290 |
| Close |
124-045 |
124-060 |
0-015 |
0.0% |
124-058 |
| Range |
0-072 |
0-035 |
-0-038 |
-51.7% |
0-182 |
| ATR |
0-080 |
0-077 |
-0-003 |
-4.0% |
0-000 |
| Volume |
578,445 |
619,637 |
41,192 |
7.1% |
4,708,549 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-158 |
124-144 |
124-079 |
|
| R3 |
124-123 |
124-109 |
124-070 |
|
| R2 |
124-088 |
124-088 |
124-066 |
|
| R1 |
124-074 |
124-074 |
124-063 |
124-081 |
| PP |
124-053 |
124-053 |
124-053 |
124-057 |
| S1 |
124-039 |
124-039 |
124-057 |
124-046 |
| S2 |
124-018 |
124-018 |
124-054 |
|
| S3 |
123-303 |
124-004 |
124-050 |
|
| S4 |
123-268 |
123-289 |
124-041 |
|
|
| 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 |
124-102 |
123-290 |
0-132 |
0.3% |
0-071 |
0.2% |
68% |
False |
False |
867,399 |
| 10 |
124-208 |
123-290 |
0-238 |
0.6% |
0-073 |
0.2% |
38% |
False |
False |
866,878 |
| 20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-072 |
0.2% |
52% |
False |
False |
810,315 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-080 |
0.2% |
70% |
False |
False |
805,096 |
| 60 |
125-038 |
123-042 |
1-315 |
1.6% |
0-096 |
0.2% |
53% |
False |
False |
1,009,631 |
| 80 |
125-260 |
123-042 |
2-218 |
2.2% |
0-083 |
0.2% |
39% |
False |
False |
791,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-216 |
|
2.618 |
124-159 |
|
1.618 |
124-124 |
|
1.000 |
124-102 |
|
0.618 |
124-089 |
|
HIGH |
124-068 |
|
0.618 |
124-054 |
|
0.500 |
124-050 |
|
0.382 |
124-046 |
|
LOW |
124-032 |
|
0.618 |
124-011 |
|
1.000 |
123-318 |
|
1.618 |
123-296 |
|
2.618 |
123-261 |
|
4.250 |
123-204 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-057 |
124-066 |
| PP |
124-053 |
124-064 |
| S1 |
124-050 |
124-062 |
|