ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 123-088 123-065 -0-022 -0.1% 123-112
High 123-112 123-120 0-008 0.0% 123-168
Low 123-050 123-065 0-015 0.0% 123-030
Close 123-065 123-110 0-045 0.1% 123-065
Range 0-062 0-055 -0-008 -12.0% 0-138
ATR 0-087 0-085 -0-002 -2.6% 0-000
Volume 739,520 508,299 -231,221 -31.3% 4,183,086
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 123-263 123-242 123-140
R3 123-208 123-187 123-125
R2 123-153 123-153 123-120
R1 123-132 123-132 123-115 123-142
PP 123-098 123-098 123-098 123-104
S1 123-077 123-077 123-105 123-088
S2 123-043 123-043 123-100
S3 122-308 123-022 123-095
S4 122-253 122-287 123-080
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-180 124-100 123-141
R3 124-042 123-282 123-103
R2 123-225 123-225 123-090
R1 123-145 123-145 123-078 123-116
PP 123-088 123-088 123-088 123-073
S1 123-008 123-008 123-052 122-299
S2 122-270 122-270 123-040
S3 122-132 122-190 123-027
S4 121-315 122-052 122-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-168 123-050 0-118 0.3% 0-065 0.2% 51% False False 731,531
10 124-002 122-275 1-048 0.9% 0-101 0.3% 42% False False 1,000,258
20 124-110 122-275 1-155 1.2% 0-089 0.2% 33% False False 868,768
40 124-110 122-275 1-155 1.2% 0-081 0.2% 33% False False 659,732
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-034
2.618 123-264
1.618 123-209
1.000 123-175
0.618 123-154
HIGH 123-120
0.618 123-099
0.500 123-092
0.382 123-086
LOW 123-065
0.618 123-031
1.000 123-010
1.618 122-296
2.618 122-241
4.250 122-151
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 123-104 123-104
PP 123-098 123-098
S1 123-092 123-091

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

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