ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 125-212 125-198 -0-015 0.0% 125-155
High 125-228 125-212 -0-015 0.0% 125-210
Low 125-165 125-155 -0-010 0.0% 125-078
Close 125-202 125-168 -0-035 -0.1% 125-200
Range 0-062 0-058 -0-005 -8.0% 0-132
ATR 0-075 0-074 -0-001 -1.7% 0-000
Volume 576,766 495,117 -81,649 -14.2% 5,777,366
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-031 125-317 125-199
R3 125-293 125-259 125-183
R2 125-236 125-236 125-178
R1 125-202 125-202 125-173 125-190
PP 125-178 125-178 125-178 125-172
S1 125-144 125-144 125-162 125-132
S2 125-121 125-121 125-157
S3 125-063 125-087 125-152
S4 125-006 125-029 125-136
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% 0-068 0.2% 60% False False 909,584
10 125-228 125-070 0-158 0.4% 0-064 0.2% 62% False False 892,559
20 125-250 125-015 0-235 0.6% 0-074 0.2% 65% False False 480,871
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-137
2.618 126-043
1.618 125-306
1.000 125-270
0.618 125-248
HIGH 125-212
0.618 125-191
0.500 125-184
0.382 125-177
LOW 125-155
0.618 125-119
1.000 125-098
1.618 125-062
2.618 125-004
4.250 124-231
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 125-184 125-182
PP 125-178 125-178
S1 125-173 125-172

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

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