ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 04-Jun-2021

Day Change Summary
	Previous	Current
	03-Jun-2021	04-Jun-2021	Change	Change %	Previous Week
Open	124-135	124-070	-0-065	-0.2%	124-120
High	124-142	124-162	0-020	0.1%	124-162
Low	124-065	124-060	-0-005	0.0%	124-060
Close	124-065	124-155	0-090	0.2%	124-155
Range	0-078	0-102	0-025	32.3%	0-102
ATR	0-066	0-069	0-003	3.9%	0-000
Volume	18,022	16,236	-1,786	-9.9%	88,216

Daily Pivots for day following 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-113	125-077	124-211
R3	125-011	124-294	124-183
R2	124-228	124-228	124-174
R1	124-192	124-192	124-164	124-210
PP	124-126	124-126	124-126	124-135
S1	124-089	124-089	124-146	124-108
S2	124-023	124-023	124-136
S3	123-241	123-307	124-127
S4	123-138	123-204	124-099

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-113	125-077	124-211
R3	125-011	124-294	124-183
R2	124-228	124-228	124-174
R1	124-192	124-192	124-164	124-210
PP	124-126	124-126	124-126	124-135
S1	124-089	124-089	124-146	124-108
S2	124-023	124-023	124-136
S3	123-241	123-307	124-127
S4	123-138	123-204	124-099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-162	124-060	0-102	0.3%	0-064	0.2%	93%	True	True	36,121
10	124-162	124-045	0-118	0.3%	0-056	0.1%	94%	True	False	889,769
20	124-208	123-290	0-238	0.6%	0-068	0.2%	78%	False	False	912,643
40	124-208	123-162	1-045	0.9%	0-073	0.2%	86%	False	False	828,339
60	124-208	123-042	1-165	1.2%	0-081	0.2%	89%	False	False	867,096
80	125-192	123-042	2-150	2.0%	0-088	0.2%	55%	False	False	929,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	125-278
2.618	125-111
1.618	125-008
1.000	124-265
0.618	124-226
HIGH	124-162
0.618	124-123
0.500	124-111
0.382	124-099
LOW	124-060
0.618	123-317
1.000	123-278
1.618	123-214
2.618	123-112
4.250	122-264

Fisher Pivots for day following 04-Jun-2021
Pivot	1 day	3 day
R1	124-140	124-140
PP	124-126	124-126
S1	124-111	124-111

Download as Excel Spreadsheet

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

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