ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 08-Jun-2021

Day Change Summary
	Previous	Current
	07-Jun-2021	08-Jun-2021	Change	Change %	Previous Week
Open	124-138	124-175	0-038	0.1%	124-120
High	124-158	124-195	0-038	0.1%	124-162
Low	124-130	124-140	0-010	0.0%	124-060
Close	124-142	124-175	0-032	0.1%	124-155
Range	0-028	0-055	0-028	100.0%	0-102
ATR	0-066	0-065	-0-001	-1.2%	0-000
Volume	29,984	19,344	-10,640	-35.5%	88,216

Daily Pivots for day following 08-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-015	124-310	124-205
R3	124-280	124-255	124-190
R2	124-225	124-225	124-185
R1	124-200	124-200	124-180	124-202
PP	124-170	124-170	124-170	124-171
S1	124-145	124-145	124-170	124-148
S2	124-115	124-115	124-165
S3	124-060	124-090	124-160
S4	124-005	124-035	124-145

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	124-195	124-060	0-135	0.3%	0-060	0.2%	85%	True	False	20,973
10	124-195	124-060	0-135	0.3%	0-055	0.1%	85%	True	False	612,318
20	124-195	123-290	0-225	0.6%	0-063	0.2%	91%	True	False	814,563
40	124-208	123-162	1-045	0.9%	0-071	0.2%	91%	False	False	793,436
60	124-208	123-042	1-165	1.2%	0-078	0.2%	93%	False	False	829,885
80	125-182	123-042	2-140	2.0%	0-088	0.2%	58%	False	False	929,366

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

Fibonacci Retracements and Extensions
4.250	125-109
2.618	125-019
1.618	124-284
1.000	124-250
0.618	124-229
HIGH	124-195
0.618	124-174
0.500	124-168
0.382	124-161
LOW	124-140
0.618	124-106
1.000	124-085
1.618	124-051
2.618	123-316
4.250	123-226

Fisher Pivots for day following 08-Jun-2021
Pivot	1 day	3 day
R1	124-172	124-159
PP	124-170	124-143
S1	124-168	124-128

Download as Excel Spreadsheet

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

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