ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 125-188 125-200 0-012 0.0% 125-140
High 125-232 125-208 -0-025 -0.1% 125-232
Low 125-175 125-062 -0-112 -0.3% 125-075
Close 125-188 125-068 -0-120 -0.3% 125-188
Range 0-058 0-145 0-088 152.2% 0-158
ATR 0-079 0-084 0-005 6.0% 0-000
Volume 108,614 150,437 41,823 38.5% 425,795
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 126-228 126-132 125-147
R3 126-082 125-308 125-107
R2 125-258 125-258 125-094
R1 125-162 125-162 125-081 125-138
PP 125-112 125-112 125-112 125-100
S1 125-018 125-018 125-054 124-312
S2 124-288 124-288 125-041
S3 124-142 124-192 125-028
S4 123-318 124-048 124-308
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 126-318 126-250 125-274
R3 126-160 126-092 125-231
R2 126-002 126-002 125-216
R1 125-255 125-255 125-202 125-289
PP 125-165 125-165 125-165 125-182
S1 125-098 125-098 125-173 125-131
S2 125-008 125-008 125-159
S3 124-170 124-260 125-144
S4 124-012 124-102 125-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-232 125-062 0-170 0.4% 0-078 0.2% 3% False True 101,648
10 125-250 125-015 0-235 0.6% 0-085 0.2% 22% False False 69,183
20 125-250 125-012 0-238 0.6% 0-076 0.2% 23% False False 36,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 127-184
2.618 126-267
1.618 126-122
1.000 126-032
0.618 125-297
HIGH 125-208
0.618 125-152
0.500 125-135
0.382 125-118
LOW 125-062
0.618 124-293
1.000 124-238
1.618 124-148
2.618 124-003
4.250 123-086
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 125-135 125-148
PP 125-112 125-121
S1 125-090 125-094

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

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