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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 72 trading days

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

Download as Excel Spreadsheet

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

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