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 |
|
|
|
| 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 |
|