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 |
|
|
|
| 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 |
|