ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 125-105 125-112 0-008 0.0% 125-068
High 125-138 125-122 -0-015 0.0% 125-145
Low 125-062 125-070 0-008 0.0% 125-012
Close 125-068 125-092 0-025 0.1% 125-068
Range 0-075 0-052 -0-022 -30.0% 0-132
ATR 0-082 0-080 -0-002 -2.3% 0-000
Volume 3,879 7,656 3,777 97.4% 25,679
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 125-252 125-225 125-121
R3 125-200 125-172 125-107
R2 125-148 125-148 125-102
R1 125-120 125-120 125-097 125-108
PP 125-095 125-095 125-095 125-089
S1 125-068 125-068 125-088 125-055
S2 125-042 125-042 125-083
S3 124-310 125-015 125-078
S4 124-258 124-282 125-064
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 126-152 126-082 125-140
R3 126-020 125-270 125-104
R2 125-208 125-208 125-092
R1 125-138 125-138 125-080 125-134
PP 125-075 125-075 125-075 125-073
S1 125-005 125-005 125-055 125-001
S2 124-262 124-262 125-043
S3 124-130 124-192 125-031
S4 123-318 124-060 124-315
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% 0-068 0.2% 60% False False 5,100
10 125-195 125-012 0-182 0.5% 0-067 0.2% 44% False False 4,722
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-026
2.618 125-260
1.618 125-207
1.000 125-175
0.618 125-155
HIGH 125-122
0.618 125-102
0.500 125-096
0.382 125-090
LOW 125-070
0.618 125-038
1.000 125-018
1.618 124-305
2.618 124-253
4.250 124-167
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 125-096 125-104
PP 125-095 125-100
S1 125-094 125-096

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

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