ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 124-095 124-045 -0-050 -0.1% 123-305
High 124-110 124-050 -0-060 -0.2% 124-110
Low 124-032 123-292 -0-060 -0.2% 123-265
Close 124-038 123-300 -0-058 -0.1% 124-038
Range 0-078 0-078 0-000 0.0% 0-165
ATR 0-073 0-073 0-000 0.5% 0-000
Volume 735,281 578,512 -156,769 -21.3% 3,773,544
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-233 124-184 124-023
R3 124-156 124-107 124-001
R2 124-078 124-078 123-314
R1 124-029 124-029 123-307 124-015
PP 124-001 124-001 124-001 123-314
S1 123-272 123-272 123-293 123-258
S2 123-243 123-243 123-286
S3 123-166 123-194 123-279
S4 123-088 123-117 123-257
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
5 124-110 123-280 0-150 0.4% 0-087 0.2% 13% False False 769,389
10 124-110 123-192 0-238 0.6% 0-076 0.2% 45% False False 737,278
20 124-110 123-108 1-002 0.8% 0-070 0.2% 60% False False 816,262
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Fibonacci Retracements and Extensions
4.250 125-059
2.618 124-253
1.618 124-175
1.000 124-128
0.618 124-098
HIGH 124-050
0.618 124-020
0.500 124-011
0.382 124-002
LOW 123-292
0.618 123-245
1.000 123-215
1.618 123-167
2.618 123-090
4.250 122-283
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 124-011 124-035
PP 124-001 124-017
S1 123-310 123-318

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

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