ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 28-May-2021

Day Change Summary
	Previous	Current
	27-May-2021	28-May-2021	Change	Change %	Previous Week
Open	124-120	124-105	-0-015	0.0%	124-068
High	124-142	124-150	0-008	0.0%	124-152
Low	124-088	124-085	-0-002	0.0%	124-062
Close	124-110	124-132	0-022	0.1%	124-132
Range	0-055	0-065	0-010	18.2%	0-090
ATR	0-070	0-070	0-000	-0.5%	0-000
Volume	555,937	92,392	-463,545	-83.4%	7,944,422

Daily Pivots for day following 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-318	124-290	124-168
R3	124-252	124-225	124-150
R2	124-188	124-188	124-144
R1	124-160	124-160	124-138	124-174
PP	124-122	124-122	124-122	124-129
S1	124-095	124-095	124-127	124-109
S2	124-058	124-058	124-121
S3	123-312	124-030	124-115
S4	123-248	123-285	124-097

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-066	125-029	124-182
R3	124-296	124-259	124-157
R2	124-206	124-206	124-149
R1	124-169	124-169	124-141	124-188
PP	124-116	124-116	124-116	124-125
S1	124-079	124-079	124-124	124-098
S2	124-026	124-026	124-116
S3	123-256	123-309	124-108
S4	123-166	123-219	124-083

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-152	124-062	0-090	0.2%	0-051	0.1%	78%	False	False	1,588,884
10	124-152	123-300	0-172	0.4%	0-061	0.2%	88%	False	False	1,219,859
20	124-208	123-272	0-255	0.6%	0-071	0.2%	71%	False	False	1,067,662
40	124-208	123-042	1-165	1.2%	0-076	0.2%	85%	False	False	896,222
60	124-208	123-042	1-165	1.2%	0-083	0.2%	85%	False	False	947,206
80	125-192	123-042	2-150	2.0%	0-087	0.2%	52%	False	False	928,152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-106
2.618	125-000
1.618	124-255
1.000	124-215
0.618	124-190
HIGH	124-150
0.618	124-125
0.500	124-118
0.382	124-110
LOW	124-085
0.618	124-045
1.000	124-020
1.618	123-300
2.618	123-235
4.250	123-129

Fisher Pivots for day following 28-May-2021
Pivot	1 day	3 day
R1	124-128	124-128
PP	124-122	124-122
S1	124-118	124-118

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols