ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 124-045 123-302 -0-062 -0.2% 123-305
High 124-050 124-002 -0-048 -0.1% 124-110
Low 123-292 123-290 -0-002 0.0% 123-265
Close 123-300 123-300 0-000 0.0% 124-038
Range 0-078 0-032 -0-045 -58.1% 0-165
ATR 0-073 0-070 -0-003 -4.0% 0-000
Volume 578,512 633,171 54,659 9.4% 3,773,544
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-082 124-063 123-318
R3 124-049 124-031 123-309
R2 124-017 124-017 123-306
R1 123-318 123-318 123-303 123-311
PP 123-304 123-304 123-304 123-301
S1 123-286 123-286 123-297 123-279
S2 123-272 123-272 123-294
S3 123-239 123-253 123-291
S4 123-207 123-221 123-282
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% 0-081 0.2% 13% False False 750,731
10 124-110 123-192 0-238 0.6% 0-075 0.2% 45% False False 727,880
20 124-110 123-108 1-002 0.8% 0-068 0.2% 60% False False 847,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 124-141
2.618 124-088
1.618 124-055
1.000 124-035
0.618 124-023
HIGH 124-002
0.618 123-310
0.500 123-306
0.382 123-302
LOW 123-290
0.618 123-270
1.000 123-258
1.618 123-237
2.618 123-205
4.250 123-152
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 123-306 124-040
PP 123-304 124-020
S1 123-302 124-000

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

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