ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 123-065 123-105 0-040 0.1% 123-112
High 123-120 123-120 0-000 0.0% 123-168
Low 123-065 123-070 0-005 0.0% 123-030
Close 123-110 123-118 0-008 0.0% 123-065
Range 0-055 0-050 -0-005 -9.1% 0-138
ATR 0-085 0-082 -0-002 -2.9% 0-000
Volume 508,299 600,551 92,252 18.1% 4,183,086
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 123-252 123-235 123-145
R3 123-202 123-185 123-131
R2 123-152 123-152 123-127
R1 123-135 123-135 123-122 123-144
PP 123-102 123-102 123-102 123-107
S1 123-085 123-085 123-113 123-094
S2 123-052 123-052 123-108
S3 123-002 123-035 123-104
S4 122-272 122-305 123-090
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% 0-058 0.1% 57% False False 687,455
10 124-000 122-275 1-045 0.9% 0-103 0.3% 45% False False 996,996
20 124-110 122-275 1-155 1.2% 0-089 0.2% 34% False False 862,438
40 124-110 122-275 1-155 1.2% 0-079 0.2% 34% False False 674,710
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 124-012
2.618 123-251
1.618 123-201
1.000 123-170
0.618 123-151
HIGH 123-120
0.618 123-101
0.500 123-095
0.382 123-089
LOW 123-070
0.618 123-039
1.000 123-020
1.618 122-309
2.618 122-259
4.250 122-178
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 123-110 123-107
PP 123-102 123-096
S1 123-095 123-085

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

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