ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 16-Jun-2021

Day Change Summary
	Previous	Current
	15-Jun-2021	16-Jun-2021	Change	Change %	Previous Week
Open	124-165	124-155	-0-010	0.0%	124-138
High	124-165	124-162	-0-002	0.0%	124-270
Low	124-138	123-268	-0-190	-0.5%	124-130
Close	124-148	123-315	-0-152	-0.4%	124-200
Range	0-028	0-215	0-188	681.8%	0-140
ATR	0-066	0-077	0-011	16.0%	0-000
Volume	1,662	8,860	7,198	433.1%	72,554

Daily Pivots for day following 16-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-040	125-232	124-113
R3	125-145	125-018	124-054
R2	124-250	124-250	124-034
R1	124-122	124-122	124-015	124-079
PP	124-035	124-035	124-035	124-013
S1	123-228	123-228	123-295	123-184
S2	123-140	123-140	123-276
S3	122-245	123-012	123-256
S4	122-030	122-118	123-197

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	123-268	1-002	0.8%	0-100	0.3%	15%	False	True	6,251
10	124-270	123-268	1-002	0.8%	0-084	0.2%	15%	False	True	12,084
20	124-270	123-268	1-002	0.8%	0-071	0.2%	15%	False	True	558,765
40	124-270	123-222	1-048	0.9%	0-072	0.2%	25%	False	False	684,540
60	124-270	123-042	1-228	1.4%	0-077	0.2%	50%	False	False	722,986
80	125-038	123-042	1-315	1.6%	0-090	0.2%	43%	False	False	896,914
100	125-260	123-042	2-218	2.2%	0-081	0.2%	32%	False	False	744,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	127-116
2.618	126-085
1.618	125-190
1.000	125-058
0.618	124-295
HIGH	124-162
0.618	124-080
0.500	124-055
0.382	124-030
LOW	123-268
0.618	123-135
1.000	123-052
1.618	122-240
2.618	122-025
4.250	120-314

Fisher Pivots for day following 16-Jun-2021
Pivot	1 day	3 day
R1	124-055	124-078
PP	124-035	124-050
S1	124-015	124-022

Download as Excel Spreadsheet

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

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