ECBOT 5 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 123-282 123-248 -0-035 -0.1% 123-062
High 123-288 124-040 0-072 0.2% 123-292
Low 123-220 123-235 0-015 0.0% 123-042
Close 123-245 124-038 0-112 0.3% 123-235
Range 0-068 0-125 0-058 85.2% 0-250
ATR 0-095 0-097 0-002 2.2% 0-000
Volume 712,325 910,476 198,151 27.8% 3,655,150
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 125-052 125-010 124-106
R3 124-248 124-205 124-072
R2 124-122 124-122 124-060
R1 124-080 124-080 124-049 124-101
PP 123-318 123-318 123-318 124-008
S1 123-275 123-275 124-026 123-296
S2 123-192 123-192 124-015
S3 123-068 123-150 124-003
S4 122-262 123-025 123-289
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 125-300 125-198 124-052
R3 125-050 124-268 123-304
R2 124-120 124-120 123-281
R1 124-018 124-018 123-258 124-069
PP 123-190 123-190 123-190 123-216
S1 123-088 123-088 123-212 123-139
S2 122-260 122-260 123-189
S3 122-010 122-158 123-166
S4 121-080 121-228 123-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-040 123-162 0-198 0.5% 0-100 0.3% 99% True False 777,837
10 124-040 123-042 0-318 0.8% 0-094 0.2% 99% True False 757,415
20 124-040 123-042 0-318 0.8% 0-095 0.2% 99% True False 876,104
40 125-058 123-042 2-015 1.6% 0-107 0.3% 48% False False 1,119,655
60 125-260 123-042 2-218 2.2% 0-084 0.2% 37% False False 752,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 125-251
2.618 125-047
1.618 124-242
1.000 124-165
0.618 124-117
HIGH 124-040
0.618 123-312
0.500 123-298
0.382 123-283
LOW 123-235
0.618 123-158
1.000 123-110
1.618 123-033
2.618 122-228
4.250 122-024
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 124-018 124-005
PP 123-318 123-293
S1 123-298 123-261

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

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