ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 125-155 125-132 -0-022 -0.1% 125-200
High 125-160 125-178 0-018 0.0% 125-208
Low 125-090 125-078 -0-012 0.0% 125-062
Close 125-125 125-142 0-018 0.0% 125-152
Range 0-070 0-100 0-030 42.9% 0-145
ATR 0-076 0-078 0-002 2.3% 0-000
Volume 2,301,327 1,619,967 -681,360 -29.6% 2,226,782
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 126-112 126-068 125-198
R3 126-012 125-288 125-170
R2 125-232 125-232 125-161
R1 125-188 125-188 125-152 125-210
PP 125-132 125-132 125-132 125-144
S1 125-088 125-088 125-133 125-110
S2 125-032 125-032 125-124
S3 124-252 124-308 125-115
S4 124-152 124-208 125-088
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
5 125-190 125-078 0-112 0.3% 0-064 0.2% 58% False True 1,172,225
10 125-232 125-062 0-170 0.4% 0-070 0.2% 47% False False 642,416
20 125-250 125-015 0-235 0.6% 0-075 0.2% 54% False False 335,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-282
2.618 126-119
1.618 126-019
1.000 125-278
0.618 125-239
HIGH 125-178
0.618 125-139
0.500 125-128
0.382 125-116
LOW 125-078
0.618 125-016
1.000 124-298
1.618 124-236
2.618 124-136
4.250 123-292
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 125-138 125-140
PP 125-132 125-137
S1 125-128 125-134

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

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