ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	123-280	124-012	0-052	0.1%	124-170
High	124-002	124-018	0-015	0.0%	124-208
Low	123-265	123-140	-0-125	-0.3%	123-140
Close	123-295	123-262	-0-032	-0.1%	123-262
Range	0-058	0-198	0-140	243.5%	1-068
ATR	0-076	0-084	0-009	11.5%	0-000
Volume	11,296	737	-10,559	-93.5%	26,062

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-199	125-108	124-051
R3	125-002	124-231	123-317
R2	124-124	124-124	123-299
R1	124-033	124-033	123-281	123-300
PP	123-247	123-247	123-247	123-220
S1	123-156	123-156	123-244	123-102
S2	123-049	123-049	123-226
S3	122-172	122-278	123-208
S4	121-294	122-081	123-154

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	127-192	126-295	124-156
R3	126-125	125-228	124-049
R2	125-058	125-058	124-014
R1	124-160	124-160	123-298	124-075
PP	123-310	123-310	123-310	123-268
S1	123-092	123-092	123-227	123-008
S2	122-242	122-242	123-191
S3	121-175	122-025	123-156
S4	120-108	120-278	123-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-208	123-140	1-068	1.0%	0-112	0.3%	32%	False	True	5,212
10	124-270	123-140	1-130	1.1%	0-091	0.2%	27%	False	True	9,861
20	124-270	123-140	1-130	1.1%	0-073	0.2%	27%	False	True	449,815
40	124-270	123-140	1-130	1.1%	0-075	0.2%	27%	False	True	654,212
60	124-270	123-042	1-228	1.4%	0-078	0.2%	40%	False	False	696,474
80	124-282	123-042	1-240	1.4%	0-091	0.2%	39%	False	False	837,893
100	125-260	123-042	2-218	2.2%	0-083	0.2%	26%	False	False	744,809

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

Fibonacci Retracements and Extensions
4.250	126-217
2.618	125-215
1.618	125-017
1.000	124-215
0.618	124-140
HIGH	124-018
0.618	123-262
0.500	123-239
0.382	123-215
LOW	123-140
0.618	123-018
1.000	122-262
1.618	122-140
2.618	121-263
4.250	120-261

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	123-255	123-311
PP	123-247	123-295
S1	123-239	123-279

Download as Excel Spreadsheet

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

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