ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-115 |
-0-005 |
0.0% |
124-068 |
| High |
124-130 |
124-148 |
0-018 |
0.0% |
124-152 |
| Low |
124-092 |
124-110 |
0-018 |
0.0% |
124-062 |
| Close |
124-118 |
124-135 |
0-018 |
0.0% |
124-132 |
| Range |
0-038 |
0-038 |
0-000 |
0.0% |
0-090 |
| ATR |
0-068 |
0-066 |
-0-002 |
-3.2% |
0-000 |
| Volume |
32,679 |
21,279 |
-11,400 |
-34.9% |
7,944,422 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-243 |
124-227 |
124-156 |
|
| R3 |
124-206 |
124-189 |
124-145 |
|
| R2 |
124-168 |
124-168 |
124-142 |
|
| R1 |
124-152 |
124-152 |
124-138 |
124-160 |
| PP |
124-131 |
124-131 |
124-131 |
124-135 |
| S1 |
124-114 |
124-114 |
124-132 |
124-122 |
| S2 |
124-093 |
124-093 |
124-128 |
|
| S3 |
124-056 |
124-077 |
124-125 |
|
| S4 |
124-018 |
124-039 |
124-114 |
|
|
| 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 |
124-150 |
124-085 |
0-065 |
0.2% |
0-046 |
0.1% |
77% |
False |
False |
598,951 |
| 10 |
124-152 |
123-300 |
0-172 |
0.4% |
0-058 |
0.1% |
90% |
False |
False |
1,105,447 |
| 20 |
124-208 |
123-290 |
0-238 |
0.6% |
0-066 |
0.2% |
69% |
False |
False |
986,162 |
| 40 |
124-208 |
123-162 |
1-045 |
0.9% |
0-072 |
0.2% |
80% |
False |
False |
862,232 |
| 60 |
124-208 |
123-042 |
1-165 |
1.2% |
0-081 |
0.2% |
85% |
False |
False |
905,173 |
| 80 |
125-192 |
123-042 |
2-150 |
2.0% |
0-087 |
0.2% |
52% |
False |
False |
928,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-307 |
|
2.618 |
124-246 |
|
1.618 |
124-208 |
|
1.000 |
124-185 |
|
0.618 |
124-171 |
|
HIGH |
124-148 |
|
0.618 |
124-133 |
|
0.500 |
124-129 |
|
0.382 |
124-124 |
|
LOW |
124-110 |
|
0.618 |
124-087 |
|
1.000 |
124-072 |
|
1.618 |
124-049 |
|
2.618 |
124-012 |
|
4.250 |
123-271 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-133 |
124-129 |
| PP |
124-131 |
124-123 |
| S1 |
124-129 |
124-118 |
|