ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 14-Jun-2021

Day Change Summary
	Previous	Current
	11-Jun-2021	14-Jun-2021	Change	Change %	Previous Week
Open	124-252	124-170	-0-082	-0.2%	124-138
High	124-270	124-208	-0-062	-0.2%	124-270
Low	124-198	124-142	-0-055	-0.1%	124-130
Close	124-200	124-148	-0-052	-0.1%	124-200
Range	0-072	0-065	-0-008	-10.3%	0-140
ATR	0-070	0-069	0-000	-0.5%	0-000
Volume	10,654	3,507	-7,147	-67.1%	72,554

Daily Pivots for day following 14-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-041	124-319	124-183
R3	124-296	124-254	124-165
R2	124-231	124-231	124-159
R1	124-189	124-189	124-153	124-178
PP	124-166	124-166	124-166	124-160
S1	124-124	124-124	124-142	124-112
S2	124-101	124-101	124-136
S3	124-036	124-059	124-130
S4	123-291	123-314	124-112

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	124-132	0-138	0.3%	0-077	0.2%	11%	False	False	9,215
10	124-270	124-060	0-210	0.5%	0-067	0.2%	42%	False	False	16,427
20	124-270	123-300	0-290	0.7%	0-064	0.2%	58%	False	False	618,143
40	124-270	123-222	1-048	0.9%	0-070	0.2%	67%	False	False	714,305
60	124-270	123-042	1-228	1.4%	0-076	0.2%	78%	False	False	754,988
80	125-048	123-042	2-005	1.6%	0-088	0.2%	66%	False	False	923,873
100	125-260	123-042	2-218	2.2%	0-078	0.2%	50%	False	False	744,597

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-164
2.618	125-058
1.618	124-313
1.000	124-272
0.618	124-248
HIGH	124-208
0.618	124-183
0.500	124-175
0.382	124-167
LOW	124-142
0.618	124-102
1.000	124-078
1.618	124-037
2.618	123-292
4.250	123-186

Fisher Pivots for day following 14-Jun-2021
Pivot	1 day	3 day
R1	124-175	124-201
PP	124-166	124-183
S1	124-157	124-165

Download as Excel Spreadsheet

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

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