ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 125-095 125-092 -0-002 0.0% 125-122
High 125-125 125-145 0-020 0.0% 125-195
Low 125-068 125-070 0-002 0.0% 125-048
Close 125-090 125-112 0-022 0.1% 125-090
Range 0-058 0-075 0-018 30.4% 0-148
ATR 0-000 0-082 0-082 0-000
Volume 6,796 3,104 -3,692 -54.3% 13,999
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 126-014 125-298 125-154
R3 125-259 125-223 125-133
R2 125-184 125-184 125-126
R1 125-148 125-148 125-119 125-166
PP 125-109 125-109 125-109 125-118
S1 125-073 125-073 125-106 125-091
S2 125-034 125-034 125-099
S3 124-279 124-318 125-092
S4 124-204 124-243 125-071
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
5 125-145 125-012 0-132 0.3% 0-062 0.2% 75% True False 5,077
10 125-195 125-012 0-182 0.5% 0-073 0.2% 55% False False 3,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-144
2.618 126-021
1.618 125-266
1.000 125-220
0.618 125-191
HIGH 125-145
0.618 125-116
0.500 125-108
0.382 125-099
LOW 125-070
0.618 125-024
1.000 124-315
1.618 124-269
2.618 124-194
4.250 124-071
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 125-111 125-101
PP 125-109 125-090
S1 125-108 125-079

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

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