ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	124-012	123-282	-0-050	-0.1%	124-170
High	124-018	123-302	-0-035	-0.1%	124-208
Low	123-140	123-202	0-062	0.2%	123-140
Close	123-262	123-268	0-005	0.0%	123-262
Range	0-198	0-100	-0-098	-49.4%	1-068
ATR	0-084	0-085	0-001	1.3%	0-000
Volume	737	1,174	437	59.3%	26,062

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-238	124-192	124-002
R3	124-138	124-092	123-295
R2	124-038	124-038	123-286
R1	123-312	123-312	123-277	123-285
PP	123-258	123-258	123-258	123-244
S1	123-212	123-212	123-258	123-185
S2	123-158	123-158	123-249
S3	123-058	123-112	123-240
S4	122-278	123-012	123-212

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	124-165	123-140	1-025	0.9%	0-120	0.3%	37%	False	False	4,745
10	124-270	123-140	1-130	1.1%	0-098	0.2%	28%	False	False	6,980
20	124-270	123-140	1-130	1.1%	0-076	0.2%	28%	False	False	406,621
40	124-270	123-140	1-130	1.1%	0-076	0.2%	28%	False	False	640,150
60	124-270	123-042	1-228	1.4%	0-079	0.2%	41%	False	False	679,647
80	124-270	123-042	1-228	1.4%	0-086	0.2%	41%	False	False	802,462
100	125-238	123-042	2-195	2.1%	0-084	0.2%	27%	False	False	744,769

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-088
2.618	124-244
1.618	124-144
1.000	124-082
0.618	124-044
HIGH	123-302
0.618	123-264
0.500	123-252
0.382	123-241
LOW	123-202
0.618	123-141
1.000	123-102
1.618	123-041
2.618	122-261
4.250	122-098

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	123-262	123-258
PP	123-258	123-248
S1	123-252	123-239

Download as Excel Spreadsheet

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

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