ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 125-105 125-160 0-055 0.1% 125-112
High 125-162 125-195 0-032 0.1% 125-250
Low 125-075 125-148 0-072 0.2% 125-015
Close 125-138 125-175 0-038 0.1% 125-155
Range 0-088 0-048 -0-040 -45.7% 0-235
ATR 0-085 0-083 -0-002 -2.3% 0-000
Volume 81,716 93,943 12,227 15.0% 123,260
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 125-315 125-292 125-201
R3 125-268 125-245 125-188
R2 125-220 125-220 125-184
R1 125-198 125-198 125-179 125-209
PP 125-172 125-172 125-172 125-178
S1 125-150 125-150 125-171 125-161
S2 125-125 125-125 125-166
S3 125-078 125-102 125-162
S4 125-030 125-055 125-149
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
5 125-250 125-058 0-192 0.5% 0-096 0.2% 61% False False 60,128
10 125-250 125-015 0-235 0.6% 0-080 0.2% 68% False False 37,389
20 125-250 125-012 0-238 0.6% 0-077 0.2% 68% False False 20,519
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 13 trading days
Fibonacci Retracements and Extensions
4.250 126-077
2.618 125-319
1.618 125-272
1.000 125-242
0.618 125-224
HIGH 125-195
0.618 125-177
0.500 125-171
0.382 125-166
LOW 125-148
0.618 125-118
1.000 125-100
1.618 125-071
2.618 125-023
4.250 124-266
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 125-174 125-162
PP 125-172 125-148
S1 125-171 125-135

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

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