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 |
|
|
|
| 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 |
|