ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 24-May-2021

Day Change Summary
	Previous	Current
	21-May-2021	24-May-2021	Change	Change %	Previous Week
Open	124-075	124-068	-0-008	0.0%	124-062
High	124-090	124-102	0-012	0.0%	124-102
Low	124-045	124-062	0-018	0.0%	123-300
Close	124-062	124-092	0-030	0.1%	124-062
Range	0-045	0-040	-0-005	-11.1%	0-122
ATR	0-078	0-075	-0-003	-3.5%	0-000
Volume	865,053	1,958,781	1,093,728	126.4%	4,254,172

Daily Pivots for day following 24-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-206	124-189	124-114
R3	124-166	124-149	124-104
R2	124-126	124-126	124-100
R1	124-109	124-109	124-096	124-118
PP	124-086	124-086	124-086	124-090
S1	124-069	124-069	124-089	124-078
S2	124-046	124-046	124-085
S3	124-006	124-029	124-082
S4	123-286	123-309	124-070

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%	0-064	0.2%	92%	True	False	1,126,901
10	124-130	123-290	0-160	0.4%	0-070	0.2%	77%	False	False	1,016,808
20	124-208	123-222	0-305	0.8%	0-075	0.2%	62%	False	False	933,452
40	124-208	123-042	1-165	1.2%	0-079	0.2%	76%	False	False	846,152
60	124-208	123-042	1-165	1.2%	0-087	0.2%	76%	False	False	928,777
80	125-238	123-042	2-195	2.1%	0-086	0.2%	44%	False	False	853,711

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-272
2.618	124-207
1.618	124-167
1.000	124-142
0.618	124-127
HIGH	124-102
0.618	124-087
0.500	124-082
0.382	124-078
LOW	124-062
0.618	124-038
1.000	124-022
1.618	123-318
2.618	123-278
4.250	123-212

Fisher Pivots for day following 24-May-2021
Pivot	1 day	3 day
R1	124-089	124-078
PP	124-086	124-063
S1	124-082	124-049

Download as Excel Spreadsheet

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

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