ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 125-132 125-142 0-010 0.0% 125-200
High 125-178 125-158 -0-020 0.0% 125-208
Low 125-078 125-110 0-032 0.1% 125-062
Close 125-142 125-128 -0-015 0.0% 125-152
Range 0-100 0-048 -0-052 -52.5% 0-145
ATR 0-078 0-076 -0-002 -2.8% 0-000
Volume 1,619,967 907,333 -712,634 -44.0% 2,226,782
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 125-274 125-248 125-154
R3 125-227 125-201 125-141
R2 125-179 125-179 125-136
R1 125-153 125-153 125-132 125-142
PP 125-132 125-132 125-132 125-126
S1 125-106 125-106 125-123 125-095
S2 125-084 125-084 125-119
S3 125-037 125-058 125-114
S4 124-309 125-011 125-101
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% 0-062 0.2% 44% False False 1,265,840
10 125-232 125-062 0-170 0.4% 0-070 0.2% 38% False False 723,755
20 125-250 125-015 0-235 0.6% 0-075 0.2% 48% False False 380,572
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-039
2.618 125-282
1.618 125-234
1.000 125-205
0.618 125-187
HIGH 125-158
0.618 125-139
0.500 125-134
0.382 125-128
LOW 125-110
0.618 125-081
1.000 125-062
1.618 125-033
2.618 124-306
4.250 124-228
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 125-134 125-128
PP 125-132 125-128
S1 125-130 125-128

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

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