ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-175 |
124-168 |
-0-008 |
0.0% |
124-120 |
| High |
124-195 |
124-238 |
0-042 |
0.1% |
124-162 |
| Low |
124-140 |
124-165 |
0-025 |
0.1% |
124-060 |
| Close |
124-175 |
124-212 |
0-038 |
0.1% |
124-155 |
| Range |
0-055 |
0-072 |
0-018 |
31.8% |
0-102 |
| ATR |
0-065 |
0-066 |
0-001 |
0.8% |
0-000 |
| Volume |
19,344 |
5,998 |
-13,346 |
-69.0% |
88,216 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-102 |
125-070 |
124-252 |
|
| R3 |
125-030 |
124-318 |
124-232 |
|
| R2 |
124-278 |
124-278 |
124-226 |
|
| R1 |
124-245 |
124-245 |
124-219 |
124-261 |
| PP |
124-205 |
124-205 |
124-205 |
124-213 |
| S1 |
124-172 |
124-172 |
124-206 |
124-189 |
| S2 |
124-132 |
124-132 |
124-199 |
|
| S3 |
124-060 |
124-100 |
124-193 |
|
| S4 |
123-308 |
124-028 |
124-173 |
|
|
| 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 |
124-238 |
124-060 |
0-178 |
0.4% |
0-067 |
0.2% |
86% |
True |
False |
17,916 |
| 10 |
124-238 |
124-060 |
0-178 |
0.4% |
0-056 |
0.1% |
86% |
True |
False |
308,434 |
| 20 |
124-238 |
123-290 |
0-268 |
0.7% |
0-063 |
0.2% |
91% |
True |
False |
774,052 |
| 40 |
124-238 |
123-220 |
1-018 |
0.8% |
0-069 |
0.2% |
93% |
True |
False |
773,062 |
| 60 |
124-238 |
123-042 |
1-195 |
1.3% |
0-078 |
0.2% |
95% |
True |
False |
818,241 |
| 80 |
125-122 |
123-042 |
2-080 |
1.8% |
0-088 |
0.2% |
68% |
False |
False |
929,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-226 |
|
2.618 |
125-107 |
|
1.618 |
125-035 |
|
1.000 |
124-310 |
|
0.618 |
124-282 |
|
HIGH |
124-238 |
|
0.618 |
124-210 |
|
0.500 |
124-201 |
|
0.382 |
124-193 |
|
LOW |
124-165 |
|
0.618 |
124-120 |
|
1.000 |
124-092 |
|
1.618 |
124-048 |
|
2.618 |
123-295 |
|
4.250 |
123-177 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-209 |
124-203 |
| PP |
124-205 |
124-193 |
| S1 |
124-201 |
124-184 |
|