ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 123-278 123-278 0-000 0.0% 123-282
High 123-280 123-292 0-012 0.0% 124-008
Low 123-228 123-278 0-050 0.1% 123-202
Close 123-238 123-282 0-045 0.1% 123-238
Range 0-052 0-015 -0-038 -71.4% 0-125
ATR 0-078 0-076 -0-002 -2.1% 0-000
Volume 140 398 258 184.3% 2,492
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-009 124-001 123-291
R3 123-314 123-306 123-287
R2 123-299 123-299 123-285
R1 123-291 123-291 123-284 123-295
PP 123-284 123-284 123-284 123-286
S1 123-276 123-276 123-281 123-280
S2 123-269 123-269 123-280
S3 123-254 123-261 123-278
S4 123-239 123-246 123-274
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-311 124-239 123-306
R3 124-186 124-114 123-272
R2 124-061 124-061 123-260
R1 123-309 123-309 123-249 123-282
PP 123-256 123-256 123-256 123-242
S1 123-184 123-184 123-226 123-158
S2 123-131 123-131 123-215
S3 123-006 123-059 123-203
S4 122-201 122-254 123-169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-008 123-228 0-100 0.3% 0-049 0.1% 55% False False 343
10 124-165 123-140 1-025 0.9% 0-084 0.2% 41% False False 2,544
20 124-270 123-140 1-130 1.1% 0-076 0.2% 32% False False 9,486
40 124-270 123-140 1-130 1.1% 0-073 0.2% 32% False False 538,574
60 124-270 123-042 1-228 1.4% 0-076 0.2% 44% False False 600,643
80 124-270 123-042 1-228 1.4% 0-081 0.2% 44% False False 712,776
100 125-192 123-042 2-150 2.0% 0-085 0.2% 30% False False 744,419
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 0-008
Narrowest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 124-036
2.618 124-012
1.618 123-317
1.000 123-308
0.618 123-302
HIGH 123-292
0.618 123-287
0.500 123-285
0.382 123-283
LOW 123-278
0.618 123-268
1.000 123-262
1.618 123-253
2.618 123-238
4.250 123-214
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 123-285 123-276
PP 123-284 123-269
S1 123-283 123-262

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

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