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 |
|
|
|
| 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 |
|