ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 124-070 124-138 0-068 0.2% 124-120
High 124-162 124-158 -0-005 0.0% 124-162
Low 124-060 124-130 0-070 0.2% 124-060
Close 124-155 124-142 -0-012 0.0% 124-155
Range 0-102 0-028 -0-075 -73.2% 0-102
ATR 0-069 0-066 -0-003 -4.3% 0-000
Volume 16,236 29,984 13,748 84.7% 88,216
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-226 124-212 124-158
R3 124-198 124-184 124-150
R2 124-171 124-171 124-148
R1 124-157 124-157 124-145 124-164
PP 124-143 124-143 124-143 124-147
S1 124-129 124-129 124-140 124-136
S2 124-116 124-116 124-137
S3 124-088 124-102 124-135
S4 124-061 124-074 124-127
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% 0-056 0.1% 80% False False 23,640
10 124-162 124-060 0-102 0.3% 0-054 0.1% 80% False False 806,262
20 124-162 123-290 0-192 0.5% 0-062 0.2% 90% False False 851,267
40 124-208 123-162 1-045 0.9% 0-071 0.2% 82% False False 807,798
60 124-208 123-042 1-165 1.2% 0-079 0.2% 87% False False 848,214
80 125-192 123-042 2-150 2.0% 0-088 0.2% 53% False False 929,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 124-274
2.618 124-229
1.618 124-202
1.000 124-185
0.618 124-174
HIGH 124-158
0.618 124-147
0.500 124-144
0.382 124-141
LOW 124-130
0.618 124-113
1.000 124-102
1.618 124-086
2.618 124-058
4.250 124-013
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 124-144 124-132
PP 124-143 124-122
S1 124-143 124-111

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

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