ECBOT 5 Year T-Note Future June 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
123-268 |
123-275 |
0-008 |
0.0% |
124-170 |
| High |
124-008 |
123-298 |
-0-030 |
-0.1% |
124-208 |
| Low |
123-268 |
123-252 |
-0-015 |
0.0% |
123-140 |
| Close |
123-275 |
123-265 |
-0-010 |
0.0% |
123-262 |
| Range |
0-060 |
0-045 |
-0-015 |
-25.0% |
1-068 |
| ATR |
0-083 |
0-080 |
-0-003 |
-3.3% |
0-000 |
| Volume |
216 |
618 |
402 |
186.1% |
26,062 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-087 |
124-061 |
123-290 |
|
| R3 |
124-042 |
124-016 |
123-277 |
|
| R2 |
123-317 |
123-317 |
123-273 |
|
| R1 |
123-291 |
123-291 |
123-269 |
123-281 |
| PP |
123-272 |
123-272 |
123-272 |
123-267 |
| S1 |
123-246 |
123-246 |
123-261 |
123-236 |
| S2 |
123-227 |
123-227 |
123-257 |
|
| S3 |
123-182 |
123-201 |
123-253 |
|
| S4 |
123-137 |
123-156 |
123-240 |
|
|
| 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 |
124-018 |
123-140 |
0-198 |
0.5% |
0-095 |
0.2% |
63% |
False |
False |
617 |
| 10 |
124-270 |
123-140 |
1-130 |
1.1% |
0-091 |
0.2% |
28% |
False |
False |
3,906 |
| 20 |
124-270 |
123-140 |
1-130 |
1.1% |
0-078 |
0.2% |
28% |
False |
False |
41,875 |
| 40 |
124-270 |
123-140 |
1-130 |
1.1% |
0-075 |
0.2% |
28% |
False |
False |
581,354 |
| 60 |
124-270 |
123-042 |
1-228 |
1.4% |
0-077 |
0.2% |
41% |
False |
False |
637,582 |
| 80 |
124-270 |
123-042 |
1-228 |
1.4% |
0-084 |
0.2% |
41% |
False |
False |
742,873 |
| 100 |
125-225 |
123-042 |
2-182 |
2.1% |
0-085 |
0.2% |
27% |
False |
False |
744,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-169 |
|
2.618 |
124-095 |
|
1.618 |
124-050 |
|
1.000 |
124-022 |
|
0.618 |
124-005 |
|
HIGH |
123-298 |
|
0.618 |
123-280 |
|
0.500 |
123-275 |
|
0.382 |
123-270 |
|
LOW |
123-252 |
|
0.618 |
123-225 |
|
1.000 |
123-208 |
|
1.618 |
123-180 |
|
2.618 |
123-135 |
|
4.250 |
123-061 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
123-275 |
123-288 |
| PP |
123-272 |
123-280 |
| S1 |
123-268 |
123-272 |
|