ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 123-150 123-102 -0-048 -0.1% 124-045
High 123-168 123-132 -0-035 -0.1% 124-050
Low 123-098 123-080 -0-018 0.0% 122-275
Close 123-110 123-098 -0-012 0.0% 123-092
Range 0-070 0-052 -0-018 -25.0% 1-095
ATR 0-091 0-089 -0-003 -3.0% 0-000
Volume 864,608 673,002 -191,606 -22.2% 5,889,716
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 123-261 123-232 123-126
R3 123-208 123-179 123-112
R2 123-156 123-156 123-107
R1 123-127 123-127 123-102 123-115
PP 123-103 123-103 123-103 123-098
S1 123-074 123-074 123-093 123-062
S2 123-051 123-051 123-088
S3 122-318 123-022 123-083
S4 122-266 122-289 123-069
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
5 123-172 122-275 0-218 0.6% 0-110 0.3% 66% False False 980,203
10 124-110 122-275 1-155 1.2% 0-105 0.3% 30% False False 1,001,726
20 124-110 122-275 1-155 1.2% 0-090 0.2% 30% False False 900,007
40 124-110 122-275 1-155 1.2% 0-081 0.2% 30% False False 627,351
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-036
2.618 123-270
1.618 123-217
1.000 123-185
0.618 123-165
HIGH 123-132
0.618 123-112
0.500 123-106
0.382 123-100
LOW 123-080
0.618 123-048
1.000 123-028
1.618 122-315
2.618 122-263
4.250 122-177
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 123-106 123-121
PP 123-103 123-113
S1 123-100 123-105

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

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