ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
124-188 |
124-252 |
0-065 |
0.2% |
124-138 |
| High |
124-252 |
124-270 |
0-018 |
0.0% |
124-270 |
| Low |
124-132 |
124-198 |
0-065 |
0.2% |
124-130 |
| Close |
124-230 |
124-200 |
-0-030 |
-0.1% |
124-200 |
| Range |
0-120 |
0-072 |
-0-048 |
-39.6% |
0-140 |
| ATR |
0-070 |
0-070 |
0-000 |
0.3% |
0-000 |
| Volume |
6,574 |
10,654 |
4,080 |
62.1% |
72,554 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-120 |
125-072 |
124-240 |
|
| R3 |
125-048 |
125-000 |
124-220 |
|
| R2 |
124-295 |
124-295 |
124-213 |
|
| R1 |
124-248 |
124-248 |
124-207 |
124-235 |
| PP |
124-222 |
124-222 |
124-222 |
124-216 |
| S1 |
124-175 |
124-175 |
124-193 |
124-162 |
| S2 |
124-150 |
124-150 |
124-187 |
|
| S3 |
124-078 |
124-102 |
124-180 |
|
| S4 |
124-005 |
124-030 |
124-160 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-300 |
125-230 |
124-277 |
|
| R3 |
125-160 |
125-090 |
124-238 |
|
| R2 |
125-020 |
125-020 |
124-226 |
|
| R1 |
124-270 |
124-270 |
124-213 |
124-305 |
| PP |
124-200 |
124-200 |
124-200 |
124-218 |
| S1 |
124-130 |
124-130 |
124-187 |
124-165 |
| S2 |
124-060 |
124-060 |
124-174 |
|
| S3 |
123-240 |
123-310 |
124-162 |
|
| S4 |
123-100 |
123-170 |
124-123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-270 |
124-130 |
0-140 |
0.4% |
0-070 |
0.2% |
50% |
True |
False |
14,510 |
| 10 |
124-270 |
124-060 |
0-210 |
0.5% |
0-067 |
0.2% |
67% |
True |
False |
25,316 |
| 20 |
124-270 |
123-300 |
0-290 |
0.7% |
0-063 |
0.2% |
76% |
True |
False |
654,900 |
| 40 |
124-270 |
123-222 |
1-048 |
0.9% |
0-069 |
0.2% |
81% |
True |
False |
731,489 |
| 60 |
124-270 |
123-042 |
1-228 |
1.4% |
0-078 |
0.2% |
87% |
True |
False |
780,650 |
| 80 |
125-058 |
123-042 |
2-015 |
1.6% |
0-088 |
0.2% |
73% |
False |
False |
926,289 |
| 100 |
125-260 |
123-042 |
2-218 |
2.2% |
0-078 |
0.2% |
56% |
False |
False |
744,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-258 |
|
2.618 |
125-140 |
|
1.618 |
125-067 |
|
1.000 |
125-022 |
|
0.618 |
124-315 |
|
HIGH |
124-270 |
|
0.618 |
124-242 |
|
0.500 |
124-234 |
|
0.382 |
124-225 |
|
LOW |
124-198 |
|
0.618 |
124-153 |
|
1.000 |
124-125 |
|
1.618 |
124-080 |
|
2.618 |
124-008 |
|
4.250 |
123-209 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-234 |
124-201 |
| PP |
124-222 |
124-201 |
| S1 |
124-211 |
124-200 |
|