ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 25-May-2021

Day Change Summary
	Previous	Current
	24-May-2021	25-May-2021	Change	Change %	Previous Week
Open	124-068	124-098	0-030	0.1%	124-062
High	124-102	124-152	0-050	0.1%	124-102
Low	124-062	124-090	0-028	0.1%	123-300
Close	124-092	124-140	0-048	0.1%	124-062
Range	0-040	0-062	0-022	56.3%	0-122
ATR	0-075	0-074	-0-001	-1.2%	0-000
Volume	1,958,781	3,044,841	1,086,060	55.4%	4,254,172

Daily Pivots for day following 25-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-315	124-290	124-174
R3	124-252	124-228	124-157
R2	124-190	124-190	124-151
R1	124-165	124-165	124-146	124-178
PP	124-128	124-128	124-128	124-134
S1	124-102	124-102	124-134	124-115
S2	124-065	124-065	124-129
S3	124-002	124-040	124-123
S4	123-260	123-298	124-106

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	124-152	123-300	0-172	0.4%	0-070	0.2%	93%	True	False	1,611,942
10	124-152	123-290	0-182	0.5%	0-070	0.2%	93%	True	False	1,239,670
20	124-208	123-222	0-305	0.8%	0-075	0.2%	78%	False	False	1,051,960
40	124-208	123-042	1-165	1.2%	0-078	0.2%	86%	False	False	904,977
60	124-208	123-042	1-165	1.2%	0-087	0.2%	86%	False	False	954,239
80	125-238	123-042	2-195	2.1%	0-086	0.2%	50%	False	False	891,552

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-098
2.618	124-316
1.618	124-254
1.000	124-215
0.618	124-191
HIGH	124-152
0.618	124-129
0.500	124-121
0.382	124-114
LOW	124-090
0.618	124-051
1.000	124-028
1.618	123-309
2.618	123-246
4.250	123-144

Fisher Pivots for day following 25-May-2021
Pivot	1 day	3 day
R1	124-134	124-126
PP	124-128	124-112
S1	124-121	124-099

Download as Excel Spreadsheet

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

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