ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
124-098 |
124-142 |
0-045 |
0.1% |
124-062 |
| High |
124-152 |
124-150 |
-0-002 |
0.0% |
124-102 |
| Low |
124-090 |
124-118 |
0-028 |
0.1% |
123-300 |
| Close |
124-140 |
124-138 |
-0-002 |
0.0% |
124-062 |
| Range |
0-062 |
0-032 |
-0-030 |
-48.0% |
0-122 |
| ATR |
0-074 |
0-071 |
-0-003 |
-4.0% |
0-000 |
| Volume |
3,044,841 |
2,292,471 |
-752,370 |
-24.7% |
4,254,172 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-232 |
124-218 |
124-155 |
|
| R3 |
124-200 |
124-185 |
124-146 |
|
| R2 |
124-168 |
124-168 |
124-143 |
|
| R1 |
124-152 |
124-152 |
124-140 |
124-144 |
| PP |
124-135 |
124-135 |
124-135 |
124-131 |
| S1 |
124-120 |
124-120 |
124-135 |
124-111 |
| S2 |
124-102 |
124-102 |
124-132 |
|
| S3 |
124-070 |
124-088 |
124-129 |
|
| S4 |
124-038 |
124-055 |
124-120 |
|
|
| 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 |
123-315 |
0-158 |
0.4% |
0-054 |
0.1% |
90% |
False |
False |
1,837,701 |
| 10 |
124-152 |
123-300 |
0-172 |
0.4% |
0-061 |
0.2% |
91% |
False |
False |
1,321,096 |
| 20 |
124-208 |
123-222 |
0-305 |
0.8% |
0-072 |
0.2% |
77% |
False |
False |
1,120,833 |
| 40 |
124-208 |
123-042 |
1-165 |
1.2% |
0-077 |
0.2% |
86% |
False |
False |
935,436 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-086 |
0.2% |
86% |
False |
False |
976,538 |
| 80 |
125-225 |
123-042 |
2-182 |
2.1% |
0-086 |
0.2% |
50% |
False |
False |
920,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-288 |
|
2.618 |
124-235 |
|
1.618 |
124-203 |
|
1.000 |
124-182 |
|
0.618 |
124-170 |
|
HIGH |
124-150 |
|
0.618 |
124-138 |
|
0.500 |
124-134 |
|
0.382 |
124-130 |
|
LOW |
124-118 |
|
0.618 |
124-097 |
|
1.000 |
124-085 |
|
1.618 |
124-065 |
|
2.618 |
124-032 |
|
4.250 |
123-299 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-136 |
124-128 |
| PP |
124-135 |
124-118 |
| S1 |
124-134 |
124-108 |
|