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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 66 trading days
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

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

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