ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 15-Jun-2021

Day Change Summary
	Previous	Current
	14-Jun-2021	15-Jun-2021	Change	Change %	Previous Week
Open	124-170	124-165	-0-005	0.0%	124-138
High	124-208	124-165	-0-042	-0.1%	124-270
Low	124-142	124-138	-0-005	0.0%	124-130
Close	124-148	124-148	0-000	0.0%	124-200
Range	0-065	0-028	-0-038	-57.7%	0-140
ATR	0-069	0-066	-0-003	-4.3%	0-000
Volume	3,507	1,662	-1,845	-52.6%	72,554

Daily Pivots for day following 15-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-232	124-218	124-163
R3	124-205	124-190	124-155
R2	124-178	124-178	124-153
R1	124-162	124-162	124-150	124-156
PP	124-150	124-150	124-150	124-147
S1	124-135	124-135	124-145	124-129
S2	124-122	124-122	124-142
S3	124-095	124-108	124-140
S4	124-068	124-080	124-132

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%	0-072	0.2%	11%	False	False	5,679
10	124-270	124-060	0-210	0.5%	0-066	0.2%	42%	False	False	13,326
20	124-270	123-300	0-290	0.7%	0-062	0.2%	58%	False	False	589,304
40	124-270	123-222	1-048	0.9%	0-068	0.2%	67%	False	False	699,256
60	124-270	123-042	1-228	1.4%	0-074	0.2%	78%	False	False	733,953
80	125-038	123-042	1-315	1.6%	0-088	0.2%	67%	False	False	912,668
100	125-260	123-042	2-218	2.2%	0-079	0.2%	50%	False	False	744,610

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-282
2.618	124-237
1.618	124-209
1.000	124-192
0.618	124-182
HIGH	124-165
0.618	124-154
0.500	124-151
0.382	124-148
LOW	124-138
0.618	124-121
1.000	124-110
1.618	124-093
2.618	124-066
4.250	124-021

Fisher Pivots for day following 15-Jun-2021
Pivot	1 day	3 day
R1	124-151	124-204
PP	124-150	124-185
S1	124-149	124-166

Download as Excel Spreadsheet

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

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