ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 125-142 125-155 0-012 0.0% 125-200
High 125-190 125-160 -0-030 -0.1% 125-208
Low 125-138 125-090 -0-048 -0.1% 125-062
Close 125-152 125-125 -0-028 -0.1% 125-152
Range 0-052 0-070 0-018 33.3% 0-145
ATR 0-076 0-076 0-000 -0.6% 0-000
Volume 766,324 2,301,327 1,535,003 200.3% 2,226,782
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 126-015 125-300 125-164
R3 125-265 125-230 125-144
R2 125-195 125-195 125-138
R1 125-160 125-160 125-131 125-142
PP 125-125 125-125 125-125 125-116
S1 125-090 125-090 125-119 125-072
S2 125-055 125-055 125-112
S3 124-305 125-020 125-106
S4 124-235 124-270 125-086
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 126-256 126-189 125-232
R3 126-111 126-044 125-192
R2 125-286 125-286 125-179
R1 125-219 125-219 125-166 125-180
PP 125-141 125-141 125-141 125-121
S1 125-074 125-074 125-139 125-035
S2 124-316 124-316 125-126
S3 124-171 124-249 125-113
S4 124-026 124-104 125-073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-190 125-070 0-120 0.3% 0-059 0.1% 46% False False 875,534
10 125-232 125-062 0-170 0.4% 0-068 0.2% 37% False False 488,591
20 125-250 125-012 0-238 0.6% 0-074 0.2% 47% False False 254,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-138
2.618 126-023
1.618 125-273
1.000 125-230
0.618 125-203
HIGH 125-160
0.618 125-133
0.500 125-125
0.382 125-117
LOW 125-090
0.618 125-047
1.000 125-020
1.618 124-297
2.618 124-227
4.250 124-112
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 125-125 125-140
PP 125-125 125-135
S1 125-125 125-130

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

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