ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	124-032	124-095	0-062	0.2%	123-305
High	124-095	124-110	0-015	0.0%	124-110
Low	123-280	124-032	0-072	0.2%	123-265
Close	124-065	124-038	-0-028	-0.1%	124-038
Range	0-135	0-078	-0-058	-42.6%	0-165
ATR	0-072	0-073	0-000	0.5%	0-000
Volume	1,090,195	735,281	-354,914	-32.6%	3,773,544

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-292	124-242	124-080
R3	124-215	124-165	124-059
R2	124-138	124-138	124-052
R1	124-088	124-088	124-045	124-074
PP	124-060	124-060	124-060	124-053
S1	124-010	124-010	124-030	123-316
S2	123-302	123-302	124-023
S3	123-225	123-252	124-016
S4	123-148	123-175	123-315

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-206	125-127	124-128
R3	125-041	124-282	124-083
R2	124-196	124-196	124-068
R1	124-117	124-117	124-053	124-156
PP	124-031	124-031	124-031	124-051
S1	123-272	123-272	124-022	123-311
S2	123-186	123-186	124-007
S3	123-021	123-107	123-312
S4	122-176	122-262	123-267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-110	123-265	0-165	0.4%	0-080	0.2%	56%	True	False	754,708
10	124-110	123-192	0-238	0.6%	0-076	0.2%	69%	True	False	771,448
20	124-110	123-108	1-002	0.8%	0-069	0.2%	78%	True	False	787,610

Crabel Price Patterns
NR	True
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-119
2.618	124-313
1.618	124-235
1.000	124-188
0.618	124-158
HIGH	124-110
0.618	124-080
0.500	124-071
0.382	124-062
LOW	124-032
0.618	123-305
1.000	123-275
1.618	123-227
2.618	123-150
4.250	123-023

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	124-071	124-037
PP	124-060	124-036
S1	124-049	124-035

Download as Excel Spreadsheet

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

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