ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 16-Jun-2021

Day Change Summary
	Previous	Current
	15-Jun-2021	16-Jun-2021	Change	Change %	Previous Week
Open	123-302	123-302	0-000	0.0%	123-305
High	124-002	124-000	-0-002	0.0%	124-110
Low	123-290	123-075	-0-215	-0.5%	123-265
Close	123-300	123-130	-0-170	-0.4%	124-038
Range	0-032	0-245	0-212	653.8%	0-165
ATR	0-070	0-083	0-012	17.8%	0-000
Volume	633,171	1,507,727	874,556	138.1%	3,773,544

Daily Pivots for day following 16-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-270	125-125	123-265
R3	125-025	124-200	123-197
R2	124-100	124-100	123-175
R1	123-275	123-275	123-152	123-225
PP	123-175	123-175	123-175	123-150
S1	123-030	123-030	123-108	122-300
S2	122-250	122-250	123-085
S3	122-005	122-105	123-063
S4	121-080	121-180	122-315

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	123-075	1-035	0.9%	0-114	0.3%	15%	False	True	908,977
10	124-110	123-075	1-035	0.9%	0-095	0.2%	15%	False	True	824,214
20	124-110	123-075	1-035	0.9%	0-079	0.2%	15%	False	True	918,193
40	124-110	123-030	1-080	1.0%	0-074	0.2%	25%	False	False	463,520

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	127-081
2.618	126-001
1.618	125-076
1.000	124-245
0.618	124-151
HIGH	124-000
0.618	123-226
0.500	123-198
0.382	123-169
LOW	123-075
0.618	122-244
1.000	122-150
1.618	121-319
2.618	121-074
4.250	119-314

Fisher Pivots for day following 16-Jun-2021
Pivot	1 day	3 day
R1	123-198	123-222
PP	123-175	123-192
S1	123-152	123-161

Download as Excel Spreadsheet

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

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