ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 01-Jun-2021

Day Change Summary
	Previous	Current
	28-May-2021	01-Jun-2021	Change	Change %	Previous Week
Open	124-105	124-120	0-015	0.0%	124-068
High	124-150	124-130	-0-020	-0.1%	124-152
Low	124-085	124-092	0-008	0.0%	124-062
Close	124-132	124-118	-0-015	0.0%	124-132
Range	0-065	0-038	-0-028	-42.3%	0-090
ATR	0-070	0-068	-0-002	-3.0%	0-000
Volume	92,392	32,679	-59,713	-64.6%	7,944,422

Daily Pivots for day following 01-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-226	124-209	124-138
R3	124-188	124-172	124-128
R2	124-151	124-151	124-124
R1	124-134	124-134	124-121	124-124
PP	124-113	124-113	124-113	124-108
S1	124-097	124-097	124-114	124-086
S2	124-076	124-076	124-111
S3	124-038	124-059	124-107
S4	124-001	124-022	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	124-085	0-068	0.2%	0-050	0.1%	48%	False	False	1,203,664
10	124-152	123-300	0-172	0.4%	0-058	0.1%	80%	False	False	1,165,282
20	124-208	123-290	0-238	0.6%	0-068	0.2%	62%	False	False	1,031,867
40	124-208	123-128	1-080	1.0%	0-074	0.2%	78%	False	False	882,030
60	124-208	123-042	1-165	1.2%	0-082	0.2%	81%	False	False	923,327
80	125-192	123-042	2-150	2.0%	0-087	0.2%	50%	False	False	928,525

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

Fibonacci Retracements and Extensions
4.250	124-289
2.618	124-228
1.618	124-191
1.000	124-168
0.618	124-153
HIGH	124-130
0.618	124-116
0.500	124-111
0.382	124-107
LOW	124-092
0.618	124-069
1.000	124-055
1.618	124-032
2.618	123-314
4.250	123-253

Fisher Pivots for day following 01-Jun-2021
Pivot	1 day	3 day
R1	124-115	124-118
PP	124-113	124-118
S1	124-111	124-118

Download as Excel Spreadsheet

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

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