ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 125-078 125-095 0-018 0.0% 125-122
High 125-092 125-125 0-032 0.1% 125-195
Low 125-012 125-068 0-055 0.1% 125-048
Close 125-080 125-090 0-010 0.0% 125-090
Range 0-080 0-058 -0-022 -28.1% 0-148
ATR
Volume 4,065 6,796 2,731 67.2% 13,999
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 125-267 125-236 125-122
R3 125-209 125-178 125-106
R2 125-152 125-152 125-101
R1 125-121 125-121 125-095 125-108
PP 125-094 125-094 125-094 125-088
S1 125-063 125-063 125-085 125-050
S2 125-037 125-037 125-079
S3 124-299 125-006 125-074
S4 124-242 124-268 125-058
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 126-233 126-149 125-171
R3 126-086 126-002 125-131
R2 125-258 125-258 125-117
R1 125-174 125-174 125-104 125-142
PP 125-111 125-111 125-111 125-095
S1 125-027 125-027 125-076 124-315
S2 124-283 124-283 125-063
S3 124-136 124-199 125-049
S4 123-308 124-052 125-009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-125 125-012 0-112 0.3% 0-056 0.1% 69% True False 5,146
10 125-195 125-012 0-182 0.5% 0-074 0.2% 42% False False 3,649
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-049
2.618 125-276
1.618 125-218
1.000 125-182
0.618 125-161
HIGH 125-125
0.618 125-103
0.500 125-096
0.382 125-089
LOW 125-068
0.618 125-032
1.000 125-010
1.618 124-294
2.618 124-237
4.250 124-143
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 125-096 125-083
PP 125-094 125-076
S1 125-092 125-069

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

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