ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 19-May-2020
Day Change Summary
Previous Current
18-May-2020 19-May-2020 Change Change % Previous Week
Open 125-200 125-072 -0-128 -0.3% 125-140
High 125-208 125-145 -0-062 -0.2% 125-232
Low 125-062 125-070 0-008 0.0% 125-075
Close 125-068 125-120 0-052 0.1% 125-188
Range 0-145 0-075 -0-070 -48.3% 0-158
ATR 0-084 0-083 0-000 -0.5% 0-000
Volume 150,437 136,513 -13,924 -9.3% 425,795
Daily Pivots for day following 19-May-2020
Classic Woodie Camarilla DeMark
R4 126-017 125-303 125-161
R3 125-262 125-228 125-141
R2 125-187 125-187 125-134
R1 125-153 125-153 125-127 125-170
PP 125-112 125-112 125-112 125-120
S1 125-078 125-078 125-113 125-095
S2 125-037 125-037 125-106
S3 124-282 125-003 125-099
S4 124-207 124-248 125-079
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% 0-076 0.2% 34% False False 112,607
10 125-250 125-015 0-235 0.6% 0-087 0.2% 45% False False 79,368
20 125-250 125-012 0-238 0.6% 0-075 0.2% 45% False False 43,712
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest 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 19-May-2020
Pivot 1 day 3 day
R1 125-116 125-148
PP 125-112 125-138
S1 125-108 125-129

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

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