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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-012
Narrowest range in 7 trading days

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

Download as Excel Spreadsheet

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

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