ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 123-245 123-262 0-018 0.0% 123-195
High 123-298 123-270 -0-028 -0.1% 123-298
Low 123-220 123-228 0-008 0.0% 123-192
Close 123-272 123-255 -0-018 0.0% 123-272
Range 0-078 0-042 -0-035 -45.2% 0-105
ATR 0-067 0-065 -0-002 -2.3% 0-000
Volume 920,216 727,145 -193,071 -21.0% 8,090,511
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-058 124-039 123-278
R3 124-016 123-317 123-267
R2 123-293 123-293 123-263
R1 123-274 123-274 123-259 123-262
PP 123-251 123-251 123-251 123-245
S1 123-232 123-232 123-251 123-220
S2 123-208 123-208 123-247
S3 123-166 123-189 123-243
S4 123-123 123-147 123-232
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
5 123-298 123-220 0-078 0.2% 0-058 0.1% 45% False False 1,464,664
10 123-298 123-108 0-190 0.5% 0-061 0.2% 78% False False 966,331
20 124-025 123-105 0-240 0.6% 0-070 0.2% 63% False False 486,982
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-131
2.618 124-061
1.618 124-019
1.000 123-312
0.618 123-296
HIGH 123-270
0.618 123-254
0.500 123-249
0.382 123-244
LOW 123-228
0.618 123-201
1.000 123-185
1.618 123-159
2.618 123-116
4.250 123-047
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 123-253 123-259
PP 123-251 123-258
S1 123-249 123-256

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

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