ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	123-318	124-032	0-035	0.1%	123-262
High	124-078	124-095	0-018	0.0%	123-308
Low	123-315	123-280	-0-035	-0.1%	123-192
Close	124-045	124-065	0-020	0.1%	123-298
Range	0-082	0-135	0-052	63.6%	0-115
ATR	0-068	0-072	0-005	7.1%	0-000
Volume	716,498	1,090,195	373,697	52.2%	3,020,726

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-125	125-070	124-139
R3	124-310	124-255	124-102
R2	124-175	124-175	124-090
R1	124-120	124-120	124-077	124-148
PP	124-040	124-040	124-040	124-054
S1	123-305	123-305	124-053	124-012
S2	123-225	123-225	124-040
S3	123-090	123-170	124-028
S4	122-275	123-035	123-311

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	124-095	123-192	0-222	0.6%	0-087	0.2%	87%	True	False	814,811
10	124-095	123-192	0-222	0.6%	0-074	0.2%	87%	True	False	798,288
20	124-095	123-108	0-308	0.8%	0-068	0.2%	90%	True	False	751,326

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	0-014
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	126-029
2.618	125-128
1.618	124-313
1.000	124-230
0.618	124-178
HIGH	124-095
0.618	124-043
0.500	124-028
0.382	124-012
LOW	123-280
0.618	123-197
1.000	123-145
1.618	123-062
2.618	122-247
4.250	122-026

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	124-052	124-052
PP	124-040	124-040
S1	124-028	124-028

Download as Excel Spreadsheet

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

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