ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 27-May-2021

Day Change Summary
	Previous	Current
	26-May-2021	27-May-2021	Change	Change %	Previous Week
Open	124-142	124-120	-0-022	-0.1%	124-062
High	124-150	124-142	-0-008	0.0%	124-102
Low	124-118	124-088	-0-030	-0.1%	123-300
Close	124-138	124-110	-0-028	-0.1%	124-062
Range	0-032	0-055	0-022	69.2%	0-122
ATR	0-071	0-070	-0-001	-1.6%	0-000
Volume	2,292,471	555,937	-1,736,534	-75.7%	4,254,172

Daily Pivots for day following 27-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-278	124-249	124-140
R3	124-223	124-194	124-125
R2	124-168	124-168	124-120
R1	124-139	124-139	124-115	124-126
PP	124-113	124-113	124-113	124-107
S1	124-084	124-084	124-105	124-071
S2	124-058	124-058	124-100
S3	124-003	124-029	124-095
S4	123-268	123-294	124-080

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	124-045	0-108	0.3%	0-047	0.1%	60%	False	False	1,743,416
10	124-152	123-300	0-172	0.4%	0-060	0.1%	75%	False	False	1,284,484
20	124-208	123-265	0-262	0.7%	0-070	0.2%	63%	False	False	1,110,650
40	124-208	123-042	1-165	1.2%	0-076	0.2%	80%	False	False	915,948
60	124-208	123-042	1-165	1.2%	0-084	0.2%	80%	False	False	966,937
80	125-192	123-042	2-150	2.0%	0-087	0.2%	49%	False	False	927,048

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-056
2.618	124-286
1.618	124-231
1.000	124-198
0.618	124-176
HIGH	124-142
0.618	124-121
0.500	124-115
0.382	124-109
LOW	124-088
0.618	124-054
1.000	124-032
1.618	123-319
2.618	123-264
4.250	123-174

Fisher Pivots for day following 27-May-2021
Pivot	1 day	3 day
R1	124-115	124-120
PP	124-113	124-117
S1	124-112	124-113

Download as Excel Spreadsheet

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

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