ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 123-268 123-245 -0-022 -0.1% 123-195
High 123-285 123-298 0-012 0.0% 123-298
Low 123-225 123-220 -0-005 0.0% 123-192
Close 123-252 123-272 0-020 0.1% 123-272
Range 0-060 0-078 0-018 29.2% 0-105
ATR 0-066 0-067 0-001 1.2% 0-000
Volume 1,003,675 920,216 -83,459 -8.3% 8,090,511
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 124-176 124-142 123-315
R3 124-098 124-064 123-294
R2 124-021 124-021 123-287
R1 123-307 123-307 123-280 124-004
PP 123-263 123-263 123-263 123-272
S1 123-229 123-229 123-265 123-246
S2 123-186 123-186 123-258
S3 123-108 123-152 123-251
S4 123-031 123-074 123-230
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 124-249 124-206 124-010
R3 124-144 124-101 123-301
R2 124-039 124-039 123-292
R1 123-316 123-316 123-282 124-018
PP 123-254 123-254 123-254 123-265
S1 123-211 123-211 123-263 123-232
S2 123-149 123-149 123-253
S3 123-044 123-106 123-244
S4 122-259 123-001 123-215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-298 123-192 0-105 0.3% 0-058 0.1% 76% True False 1,618,102
10 123-298 123-108 0-190 0.5% 0-064 0.2% 87% True False 895,246
20 124-025 123-078 0-268 0.7% 0-072 0.2% 73% False False 450,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-307
2.618 124-180
1.618 124-103
1.000 124-055
0.618 124-025
HIGH 123-298
0.618 123-268
0.500 123-259
0.382 123-250
LOW 123-220
0.618 123-172
1.000 123-142
1.618 123-095
2.618 123-017
4.250 122-211
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 123-268 123-268
PP 123-263 123-263
S1 123-259 123-259

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

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