ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 21-May-2021

Day Change Summary
	Previous	Current
	20-May-2021	21-May-2021	Change	Change %	Previous Week
Open	124-000	124-075	0-075	0.2%	124-062
High	124-082	124-090	0-008	0.0%	124-102
Low	123-315	124-045	0-050	0.1%	123-300
Close	124-075	124-062	-0-012	0.0%	124-062
Range	0-088	0-045	-0-042	-48.6%	0-122
ATR	0-080	0-078	-0-003	-3.1%	0-000
Volume	1,027,363	865,053	-162,310	-15.8%	4,254,172

Daily Pivots for day following 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-201	124-177	124-087
R3	124-156	124-132	124-075
R2	124-111	124-111	124-071
R1	124-087	124-087	124-067	124-076
PP	124-066	124-066	124-066	124-061
S1	124-042	124-042	124-058	124-031
S2	124-021	124-021	124-054
S3	123-296	123-317	124-050
S4	123-251	123-272	124-038

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-096	125-042	124-130
R3	124-293	124-239	124-096
R2	124-171	124-171	124-085
R1	124-117	124-117	124-074	124-124
PP	124-048	124-048	124-048	124-052
S1	123-314	123-314	124-051	124-001
S2	123-246	123-246	124-040
S3	123-123	123-192	124-029
S4	123-001	123-069	123-315

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%	0-071	0.2%	67%	False	False	850,834
10	124-152	123-290	0-182	0.5%	0-071	0.2%	51%	False	False	896,272
20	124-208	123-222	0-305	0.8%	0-075	0.2%	52%	False	False	873,678
40	124-208	123-042	1-165	1.2%	0-080	0.2%	70%	False	False	816,160
60	124-208	123-042	1-165	1.2%	0-090	0.2%	70%	False	False	934,409
80	125-238	123-042	2-195	2.1%	0-086	0.2%	41%	False	False	829,307

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-281
2.618	124-208
1.618	124-163
1.000	124-135
0.618	124-118
HIGH	124-090
0.618	124-073
0.500	124-068
0.382	124-062
LOW	124-045
0.618	124-017
1.000	124-000
1.618	123-292
2.618	123-247
4.250	123-174

Fisher Pivots for day following 21-May-2021
Pivot	1 day	3 day
R1	124-068	124-054
PP	124-066	124-046
S1	124-064	124-038

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols