ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 125-138 125-212 0-075 0.2% 125-155
High 125-210 125-228 0-018 0.0% 125-210
Low 125-138 125-165 0-028 0.1% 125-078
Close 125-200 125-202 0-002 0.0% 125-200
Range 0-072 0-062 -0-010 -13.8% 0-132
ATR 0-076 0-075 -0-001 -1.3% 0-000
Volume 948,739 576,766 -371,973 -39.2% 5,777,366
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-066 126-037 125-237
R3 126-003 125-294 125-220
R2 125-261 125-261 125-214
R1 125-232 125-232 125-208 125-215
PP 125-198 125-198 125-198 125-190
S1 125-169 125-169 125-197 125-152
S2 125-136 125-136 125-191
S3 125-073 125-107 125-185
S4 125-011 125-044 125-168
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 126-240 126-192 125-273
R3 126-108 126-060 125-236
R2 125-295 125-295 125-224
R1 125-248 125-248 125-212 125-271
PP 125-162 125-162 125-162 125-174
S1 125-115 125-115 125-188 125-139
S2 125-030 125-030 125-176
S3 124-218 124-302 125-164
S4 124-085 124-170 125-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-228 125-078 0-150 0.4% 0-070 0.2% 83% True False 1,270,826
10 125-228 125-062 0-165 0.4% 0-072 0.2% 85% True False 858,091
20 125-250 125-015 0-235 0.6% 0-074 0.2% 80% False False 456,498
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-173
2.618 126-071
1.618 126-009
1.000 125-290
0.618 125-266
HIGH 125-228
0.618 125-204
0.500 125-196
0.382 125-189
LOW 125-165
0.618 125-126
1.000 125-102
1.618 125-064
2.618 125-001
4.250 124-219
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 125-200 125-191
PP 125-198 125-180
S1 125-196 125-169

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.