ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 22-Jun-2021

Day Change Summary
	Previous	Current
	21-Jun-2021	22-Jun-2021	Change	Change %	Previous Week
Open	123-282	123-252	-0-030	-0.1%	124-170
High	123-302	124-000	0-018	0.0%	124-208
Low	123-202	123-248	0-045	0.1%	123-140
Close	123-268	123-310	0-042	0.1%	123-262
Range	0-100	0-072	-0-028	-27.5%	1-068
ATR	0-085	0-085	-0-001	-1.1%	0-000
Volume	1,174	344	-830	-70.7%	26,062

Daily Pivots for day following 22-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-190	124-162	124-030
R3	124-118	124-090	124-010
R2	124-045	124-045	124-003
R1	124-018	124-018	123-317	124-031
PP	123-292	123-292	123-292	123-299
S1	123-265	123-265	123-303	123-279
S2	123-220	123-220	123-297
S3	123-148	123-192	123-290
S4	123-075	123-120	123-270

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	124-162	123-140	1-022	0.9%	0-128	0.3%	50%	False	False	4,482
10	124-270	123-140	1-130	1.1%	0-100	0.3%	38%	False	False	5,080
20	124-270	123-140	1-130	1.1%	0-078	0.2%	38%	False	False	308,699
40	124-270	123-140	1-130	1.1%	0-076	0.2%	38%	False	False	621,075
60	124-270	123-042	1-228	1.4%	0-079	0.2%	49%	False	False	667,001
80	124-270	123-042	1-228	1.4%	0-085	0.2%	49%	False	False	773,757
100	125-238	123-042	2-195	2.1%	0-084	0.2%	32%	False	False	744,708

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-308
2.618	124-190
1.618	124-117
1.000	124-072
0.618	124-045
HIGH	124-000
0.618	123-292
0.500	123-284
0.382	123-275
LOW	123-248
0.618	123-203
1.000	123-175
1.618	123-130
2.618	123-058
4.250	122-259

Fisher Pivots for day following 22-Jun-2021
Pivot	1 day	3 day
R1	123-301	123-286
PP	123-292	123-262
S1	123-284	123-239

Download as Excel Spreadsheet

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

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