ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 22-Jun-2021

Day Change Summary
	Previous	Current
	21-Jun-2021	22-Jun-2021	Change	Change %	Previous Week
Open	123-112	123-095	-0-018	0.0%	124-045
High	123-155	123-160	0-005	0.0%	124-050
Low	123-030	123-075	0-045	0.1%	122-275
Close	123-102	123-145	0-042	0.1%	123-092
Range	0-125	0-085	-0-040	-32.0%	1-095
ATR	0-094	0-093	-0-001	-0.7%	0-000
Volume	1,033,729	820,932	-212,797	-20.6%	5,889,716

Daily Pivots for day following 22-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-062	124-028	123-192
R3	123-297	123-263	123-168
R2	123-212	123-212	123-161
R1	123-178	123-178	123-153	123-195
PP	123-127	123-127	123-127	123-135
S1	123-093	123-093	123-137	123-110
S2	123-042	123-042	123-129
S3	122-277	123-008	123-122
S4	122-192	122-243	123-098

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	124-000	122-275	1-045	0.9%	0-148	0.4%	52%	False	False	1,306,538
10	124-110	122-275	1-155	1.2%	0-114	0.3%	40%	False	False	1,028,635
20	124-110	122-275	1-155	1.2%	0-089	0.2%	40%	False	False	1,056,741
40	124-110	122-275	1-155	1.2%	0-081	0.2%	40%	False	False	589,108

Crabel Price Patterns
NR	True
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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-201
2.618	124-063
1.618	123-298
1.000	123-245
0.618	123-213
HIGH	123-160
0.618	123-128
0.500	123-118
0.382	123-107
LOW	123-075
0.618	123-022
1.000	122-310
1.618	122-257
2.618	122-172
4.250	122-034

Fisher Pivots for day following 22-Jun-2021
Pivot	1 day	3 day
R1	123-136	123-118
PP	123-127	123-091
S1	123-118	123-064

Download as Excel Spreadsheet

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

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