ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	123-118	123-112	-0-005	0.0%	124-045
High	123-172	123-155	-0-018	0.0%	124-050
Low	122-275	123-030	0-075	0.2%	122-275
Close	123-092	123-102	0-010	0.0%	123-092
Range	0-218	0-125	-0-092	-42.5%	1-095
ATR	0-091	0-094	0-002	2.6%	0-000
Volume	1,508,746	1,033,729	-475,017	-31.5%	5,889,716

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-151	124-092	123-171
R3	124-026	123-287	123-137
R2	123-221	123-221	123-125
R1	123-162	123-162	123-114	123-129
PP	123-096	123-096	123-096	123-079
S1	123-037	123-037	123-091	123-004
S2	122-291	122-291	123-080
S3	122-166	122-232	123-068
S4	122-041	122-107	123-034

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	124-002	122-275	1-048	0.9%	0-138	0.3%	40%	False	False	1,268,986
10	124-110	122-275	1-155	1.2%	0-112	0.3%	31%	False	False	1,019,188
20	124-110	122-275	1-155	1.2%	0-087	0.2%	31%	False	False	1,090,411
40	124-110	122-275	1-155	1.2%	0-080	0.2%	31%	False	False	568,620

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-046
2.618	124-162
1.618	124-037
1.000	123-280
0.618	123-232
HIGH	123-155
0.618	123-107
0.500	123-092
0.382	123-078
LOW	123-030
0.618	122-273
1.000	122-225
1.618	122-148
2.618	122-023
4.250	121-139

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	123-099	123-090
PP	123-096	123-077
S1	123-092	123-064

Download as Excel Spreadsheet

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

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