ECBOT 5 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 30-Jun-2021

Day Change Summary
	Previous	Current
	29-Jun-2021	30-Jun-2021	Change	Change %	Previous Week
Open	123-278	123-315	0-038	0.1%	123-282
High	123-290	123-318	0-028	0.1%	124-008
Low	123-252	123-308	0-055	0.1%	123-202
Close	123-290	123-308	0-018	0.0%	123-238
Range	0-038	0-010	-0-028	-73.3%	0-125
ATR	0-074	0-070	-0-003	-4.5%	0-000
Volume	175	307	132	75.4%	2,492

Daily Pivots for day following 30-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-021	124-014	123-313
R3	124-011	124-004	123-310
R2	124-001	124-001	123-309
R1	123-314	123-314	123-308	123-312
PP	123-311	123-311	123-311	123-310
S1	123-304	123-304	123-307	123-302
S2	123-301	123-301	123-306
S3	123-291	123-294	123-305
S4	123-281	123-284	123-302

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-311	124-239	123-306
R3	124-186	124-114	123-272
R2	124-061	124-061	123-260
R1	123-309	123-309	123-249	123-282
PP	123-256	123-256	123-256	123-242
S1	123-184	123-184	123-226	123-158
S2	123-131	123-131	123-215
S3	123-006	123-059	123-203
S4	122-201	122-254	123-169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-318	123-228	0-090	0.2%	0-032	0.1%	89%	True	False	327
10	124-018	123-140	0-198	0.5%	0-065	0.2%	85%	False	False	1,540
20	124-270	123-140	1-130	1.1%	0-074	0.2%	37%	False	False	6,812
40	124-270	123-140	1-130	1.1%	0-070	0.2%	37%	False	False	496,487
60	124-270	123-140	1-130	1.1%	0-073	0.2%	37%	False	False	577,092
80	124-270	123-042	1-228	1.4%	0-079	0.2%	48%	False	False	680,583
100	125-192	123-042	2-150	2.0%	0-084	0.2%	34%	False	False	744,348

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	124-040
2.618	124-024
1.618	124-014
1.000	124-008
0.618	124-004
HIGH	123-318
0.618	123-314
0.500	123-312
0.382	123-311
LOW	123-308
0.618	123-301
1.000	123-298
1.618	123-291
2.618	123-281
4.250	123-265

Fisher Pivots for day following 30-Jun-2021
Pivot	1 day	3 day
R1	123-312	123-300
PP	123-311	123-292
S1	123-309	123-285

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols