ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 125-150 125-132 -0-018 0.0% 125-140
High 125-162 125-162 0-000 0.0% 125-232
Low 125-102 125-125 0-022 0.1% 125-075
Close 125-148 125-140 -0-008 0.0% 125-188
Range 0-060 0-038 -0-022 -37.5% 0-158
ATR 0-081 0-078 -0-003 -3.9% 0-000
Volume 439,259 734,249 294,990 67.2% 425,795
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 125-255 125-235 125-161
R3 125-218 125-198 125-150
R2 125-180 125-180 125-147
R1 125-160 125-160 125-143 125-170
PP 125-142 125-142 125-142 125-148
S1 125-122 125-122 125-137 125-132
S2 125-105 125-105 125-133
S3 125-068 125-085 125-130
S4 125-030 125-048 125-119
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% 0-075 0.2% 46% False False 313,814
10 125-250 125-062 0-188 0.5% 0-076 0.2% 41% False False 191,845
20 125-250 125-012 0-238 0.6% 0-073 0.2% 54% False False 101,938
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 0-018
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 126-002
2.618 125-261
1.618 125-223
1.000 125-200
0.618 125-186
HIGH 125-162
0.618 125-148
0.500 125-144
0.382 125-139
LOW 125-125
0.618 125-102
1.000 125-088
1.618 125-064
2.618 125-027
4.250 124-286
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 125-144 125-132
PP 125-142 125-124
S1 125-141 125-116

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

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