ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 123-262 123-258 -0-005 0.0% 123-195
High 123-270 123-290 0-020 0.1% 123-298
Low 123-228 123-248 0-020 0.1% 123-192
Close 123-255 123-272 0-018 0.0% 123-272
Range 0-042 0-042 0-000 0.0% 0-105
ATR 0-065 0-064 -0-002 -2.5% 0-000
Volume 727,145 544,390 -182,755 -25.1% 8,090,511
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-078 124-058 123-296
R3 124-035 124-015 123-284
R2 123-312 123-312 123-280
R1 123-292 123-292 123-276 123-302
PP 123-270 123-270 123-270 123-275
S1 123-250 123-250 123-269 123-260
S2 123-228 123-228 123-265
S3 123-185 123-208 123-261
S4 123-142 123-165 123-249
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% 0-052 0.1% 68% False False 1,059,071
10 123-298 123-108 0-190 0.5% 0-062 0.2% 87% False False 1,012,172
20 124-025 123-105 0-240 0.6% 0-067 0.2% 70% False False 514,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Fibonacci Retracements and Extensions
4.250 124-151
2.618 124-081
1.618 124-039
1.000 124-012
0.618 123-316
HIGH 123-290
0.618 123-274
0.500 123-269
0.382 123-264
LOW 123-248
0.618 123-221
1.000 123-205
1.618 123-179
2.618 123-136
4.250 123-067
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 123-271 123-268
PP 123-270 123-263
S1 123-269 123-259

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

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