ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 123-278 123-202 -0-075 -0.2% 123-262
High 123-280 123-308 0-028 0.1% 123-308
Low 123-195 123-192 -0-002 0.0% 123-192
Close 123-198 123-298 0-100 0.3% 123-298
Range 0-085 0-115 0-030 35.3% 0-115
ATR 0-065 0-069 0-004 5.4% 0-000
Volume 713,399 1,035,792 322,393 45.2% 3,020,726
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-291 124-249 124-041
R3 124-176 124-134 124-009
R2 124-061 124-061 123-319
R1 124-019 124-019 123-308 124-040
PP 123-266 123-266 123-266 123-276
S1 123-224 123-224 123-287 123-245
S2 123-151 123-151 123-276
S3 123-036 123-109 123-266
S4 122-241 122-314 123-234
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-291 124-249 124-041
R3 124-176 124-134 124-009
R2 124-061 124-061 123-319
R1 124-019 124-019 123-308 124-040
PP 123-266 123-266 123-266 123-276
S1 123-224 123-224 123-287 123-245
S2 123-151 123-151 123-276
S3 123-036 123-109 123-266
S4 122-241 122-314 123-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-308 123-192 0-115 0.3% 0-072 0.2% 91% True True 788,188
10 123-308 123-178 0-130 0.3% 0-062 0.2% 92% True False 1,147,402
20 124-025 123-105 0-240 0.6% 0-072 0.2% 80% False False 601,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 125-156
2.618 124-289
1.618 124-174
1.000 124-102
0.618 124-059
HIGH 123-308
0.618 123-264
0.500 123-250
0.382 123-236
LOW 123-192
0.618 123-121
1.000 123-078
1.618 123-006
2.618 122-211
4.250 122-024
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 123-282 123-282
PP 123-266 123-266
S1 123-250 123-250

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

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