ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	124-115	124-135	0-020	0.1%	124-068
High	124-148	124-142	-0-005	0.0%	124-152
Low	124-110	124-065	-0-045	-0.1%	124-062
Close	124-135	124-065	-0-070	-0.2%	124-132
Range	0-038	0-078	0-040	106.7%	0-090
ATR	0-066	0-066	0-001	1.3%	0-000
Volume	21,279	18,022	-3,257	-15.3%	7,944,422

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-003	124-272	124-108
R3	124-246	124-194	124-086
R2	124-168	124-168	124-079
R1	124-117	124-117	124-072	124-104
PP	124-091	124-091	124-091	124-084
S1	124-039	124-039	124-058	124-026
S2	124-013	124-013	124-051
S3	123-256	123-282	124-044
S4	123-178	123-204	124-022

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	124-065	0-085	0.2%	0-054	0.1%	0%	False	True	144,061
10	124-152	123-315	0-158	0.4%	0-054	0.1%	44%	False	False	990,881
20	124-208	123-290	0-238	0.6%	0-065	0.2%	40%	False	False	947,609
40	124-208	123-162	1-045	0.9%	0-072	0.2%	61%	False	False	842,450
60	124-208	123-042	1-165	1.2%	0-080	0.2%	71%	False	False	885,548
80	125-192	123-042	2-150	2.0%	0-087	0.2%	43%	False	False	928,881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	125-152
2.618	125-025
1.618	124-268
1.000	124-220
0.618	124-190
HIGH	124-142
0.618	124-113
0.500	124-104
0.382	124-095
LOW	124-065
0.618	124-017
1.000	123-308
1.618	123-260
2.618	123-182
4.250	123-056

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	124-104	124-106
PP	124-091	124-092
S1	124-078	124-079

Download as Excel Spreadsheet

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

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