ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 125-072 125-150 0-078 0.2% 125-140
High 125-145 125-162 0-018 0.0% 125-232
Low 125-070 125-102 0-032 0.1% 125-075
Close 125-120 125-148 0-028 0.1% 125-188
Range 0-075 0-060 -0-015 -20.0% 0-158
ATR 0-083 0-081 -0-002 -2.0% 0-000
Volume 136,513 439,259 302,746 221.8% 425,795
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 125-318 125-292 125-180
R3 125-258 125-232 125-164
R2 125-198 125-198 125-158
R1 125-172 125-172 125-153 125-155
PP 125-138 125-138 125-138 125-129
S1 125-112 125-112 125-142 125-095
S2 125-078 125-078 125-136
S3 125-018 125-052 125-131
S4 124-278 124-312 125-114
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% 50% False False 181,671
10 125-250 125-058 0-192 0.5% 0-087 0.2% 47% False False 120,899
20 125-250 125-012 0-238 0.6% 0-074 0.2% 57% False False 65,399
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 0-020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-098
2.618 126-000
1.618 125-260
1.000 125-222
0.618 125-200
HIGH 125-162
0.618 125-140
0.500 125-132
0.382 125-125
LOW 125-102
0.618 125-065
1.000 125-042
1.618 125-005
2.618 124-265
4.250 124-168
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 125-142 125-143
PP 125-138 125-139
S1 125-132 125-135

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

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