ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	123-100	123-118	0-018	0.0%	124-045
High	123-140	123-172	0-032	0.1%	124-050
Low	123-072	122-275	-0-118	-0.3%	122-275
Close	123-120	123-092	-0-028	-0.1%	123-092
Range	0-068	0-218	0-150	222.2%	1-095
ATR	0-082	0-091	0-010	11.9%	0-000
Volume	1,661,560	1,508,746	-152,814	-9.2%	5,889,716

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-086	124-307	123-212
R3	124-188	124-089	123-152
R2	123-291	123-291	123-132
R1	123-192	123-192	123-112	123-132
PP	123-073	123-073	123-073	123-044
S1	122-294	122-294	123-073	122-235
S2	122-176	122-176	123-053
S3	121-278	122-077	123-033
S4	121-061	121-179	122-293

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	127-104	126-193	124-001
R3	126-009	125-098	123-207
R2	124-234	124-234	123-169
R1	124-003	124-003	123-131	123-231
PP	123-139	123-139	123-139	123-093
S1	122-228	122-228	123-054	122-136
S2	122-044	122-044	123-016
S3	120-269	121-133	122-298
S4	119-174	120-038	122-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-050	122-275	1-095	1.1%	0-128	0.3%	33%	False	True	1,177,943
10	124-110	122-275	1-155	1.2%	0-104	0.3%	29%	False	True	966,326
20	124-110	122-275	1-155	1.2%	0-083	0.2%	29%	False	True	1,056,864
40	124-110	122-275	1-155	1.2%	0-079	0.2%	29%	False	True	542,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-137
2.618	125-102
1.618	124-204
1.000	124-070
0.618	123-307
HIGH	123-172
0.618	123-089
0.500	123-064
0.382	123-038
LOW	122-275
0.618	122-141
1.000	122-058
1.618	121-243
2.618	121-026
4.250	119-311

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	123-083	123-138
PP	123-073	123-122
S1	123-064	123-108

Download as Excel Spreadsheet

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

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