ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 20-May-2021

Day Change Summary
	Previous	Current
	19-May-2021	20-May-2021	Change	Change %	Previous Week
Open	124-062	124-000	-0-062	-0.2%	124-118
High	124-095	124-082	-0-012	0.0%	124-152
Low	123-300	123-315	0-015	0.0%	123-290
Close	123-318	124-075	0-078	0.2%	124-058
Range	0-115	0-088	-0-028	-23.9%	0-182
ATR	0-080	0-080	0-001	0.7%	0-000
Volume	1,163,674	1,027,363	-136,311	-11.7%	4,708,549

Daily Pivots for day following 20-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-313	124-282	124-123
R3	124-226	124-194	124-099
R2	124-138	124-138	124-091
R1	124-107	124-107	124-083	124-122
PP	124-051	124-051	124-051	124-059
S1	124-019	124-019	124-067	124-035
S2	123-283	123-283	124-059
S3	123-196	123-252	124-051
S4	123-108	123-164	124-027

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	123-300	0-122	0.3%	0-072	0.2%	78%	False	False	825,552
10	124-208	123-290	0-238	0.6%	0-082	0.2%	44%	False	False	935,517
20	124-208	123-222	0-305	0.8%	0-076	0.2%	57%	False	False	858,609
40	124-208	123-042	1-165	1.2%	0-081	0.2%	73%	False	False	819,803
60	124-282	123-042	1-240	1.4%	0-096	0.2%	63%	False	False	967,252
80	125-260	123-042	2-218	2.2%	0-085	0.2%	41%	False	False	818,558

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-134
2.618	124-312
1.618	124-224
1.000	124-170
0.618	124-137
HIGH	124-082
0.618	124-049
0.500	124-039
0.382	124-028
LOW	123-315
0.618	123-261
1.000	123-228
1.618	123-173
2.618	123-086
4.250	122-263

Fisher Pivots for day following 20-May-2021
Pivot	1 day	3 day
R1	124-063	124-062
PP	124-051	124-050
S1	124-039	124-038

Download as Excel Spreadsheet

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

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