ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 125-190 125-140 -0-050 -0.1% 125-112
High 125-250 125-178 -0-072 -0.2% 125-250
Low 125-138 125-095 -0-042 -0.1% 125-015
Close 125-155 125-098 -0-058 -0.1% 125-155
Range 0-112 0-082 -0-030 -26.7% 0-235
ATR 0-084 0-084 0-000 -0.2% 0-000
Volume 32,202 67,990 35,788 111.1% 123,260
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 126-051 125-317 125-143
R3 125-288 125-234 125-120
R2 125-206 125-206 125-113
R1 125-152 125-152 125-105 125-138
PP 125-123 125-123 125-123 125-116
S1 125-069 125-069 125-090 125-055
S2 125-041 125-041 125-082
S3 124-278 124-307 125-075
S4 124-196 124-224 125-052
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 127-205 127-095 125-284
R3 126-290 126-180 125-220
R2 126-055 126-055 125-198
R1 125-265 125-265 125-177 126-000
PP 125-140 125-140 125-140 125-168
S1 125-030 125-030 125-133 125-085
S2 124-225 124-225 125-112
S3 123-310 124-115 125-090
S4 123-075 123-200 125-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-250 125-015 0-235 0.6% 0-092 0.2% 35% False False 36,718
10 125-250 125-012 0-238 0.6% 0-080 0.2% 36% False False 20,909
20 125-250 124-242 1-008 0.8% 0-082 0.2% 53% False False 12,819
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-208
2.618 126-073
1.618 125-311
1.000 125-260
0.618 125-228
HIGH 125-178
0.618 125-146
0.500 125-136
0.382 125-127
LOW 125-095
0.618 125-044
1.000 125-012
1.618 124-282
2.618 124-199
4.250 124-064
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 125-136 125-154
PP 125-123 125-135
S1 125-110 125-116

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

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